+154.5%
AGI vs GGLL
+153.6%
+0.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.0% |
| 7D | +17.4% | +6.3% | +11.1% | +16.4% |
| 30D | -0.9% | -35.1% | +34.2% | +4.4% |
| 3M | -1.6% | -37.7% | +36.1% | +4.0% |
| 6M | -24.7% | -54.1% | +29.4% | -18.2% |
| YTD | -15.3% | -29.4% | +14.2% | -12.8% |
| 1Y | +5.5% | -13.4% | +18.9% | +6.0% |
| 3Y | +154.5% | +158.3% | -3.8% | +127.0% |
| All | +154.5% | +153.6% | +0.9% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling