+31.2%
ALL vs GGLL
-19.4%
+50.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.4% | -5.9% | -4.4% |
| 7D | -1.9% | +3.1% | -5.0% | -1.8% |
| 30D | +13.8% | -36.3% | +50.1% | +12.2% |
| 3M | -7.0% | -40.4% | +33.4% | -8.5% |
| 6M | +18.0% | -54.6% | +72.7% | +15.4% |
| YTD | +24.2% | -31.1% | +55.3% | +22.8% |
| 1Y | +31.2% | -19.2% | +50.4% | +31.8% |
| All | +31.2% | -19.4% | +50.6% | +31.8% |
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