+29.9%
ALL vs GGLL
-15.1%
+45.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.8% |
| 7D | 0.0% | +11.5% | -11.5% | +0.4% |
| 30D | +12.8% | -31.2% | +44.0% | +11.6% |
| 3M | +4.7% | -28.7% | +33.3% | +3.6% |
| 6M | +24.9% | -47.2% | +72.1% | +22.7% |
| YTD | +30.0% | -24.3% | +54.2% | +28.8% |
| 1Y | +29.9% | -12.0% | +41.9% | +31.0% |
| All | +29.9% | -15.1% | +45.0% | +31.0% |
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 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