+26.9%
ALL vs GGLL
-16.8%
+43.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.3% |
| 7D | -3.9% | +6.3% | -10.2% | -3.6% |
| 30D | +10.6% | -35.1% | +45.7% | +9.1% |
| 3M | -4.6% | -37.7% | +33.1% | -6.0% |
| 6M | +20.2% | -54.1% | +74.3% | +17.6% |
| YTD | +23.7% | -29.4% | +53.1% | +22.3% |
| All | +26.9% | -16.8% | +43.7% | +26.7% |
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