+415.2%
AGI vs GGLL
+328.7%
+86.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.6% |
| 7D | +0.6% | -4.8% | +5.4% | +1.2% |
| 30D | +18.2% | -13.7% | +31.9% | +20.2% |
| 3M | -4.1% | -21.9% | +17.7% | -1.8% |
| 6M | -28.7% | +11.7% | -40.4% | -30.3% |
| YTD | -4.0% | +2.3% | -6.3% | -5.6% |
| 1Y | +17.4% | +76.2% | -58.8% | +8.2% |
| 3Y | +203.0% | +245.0% | -42.0% | +149.5% |
| All | +415.2% | +328.7% | +86.5% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling