+13.8%
AGI vs GGLL
+64.8%
-51.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +2.0% |
| 7D | +2.2% | -3.9% | +6.1% | +2.8% |
| 30D | +11.3% | -15.4% | +26.6% | +14.0% |
| 3M | +5.6% | -21.9% | +27.5% | +9.4% |
| 6M | -27.7% | +4.5% | -32.2% | -29.5% |
| YTD | -4.1% | -2.4% | -1.7% | -7.2% |
| 1Y | +13.8% | +57.8% | -44.0% | -7.7% |
| All | +13.8% | +64.8% | -51.0% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling