+122.2%
ALL vs GGLL
+195.8%
-73.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.4% |
| 7D | -3.9% | +6.3% | -10.2% | -3.9% |
| 30D | +10.6% | -35.1% | +45.7% | +10.9% |
| 3M | -4.6% | -37.7% | +33.1% | -4.3% |
| 6M | +20.2% | -54.1% | +74.3% | +20.9% |
| YTD | +23.7% | -29.4% | +53.1% | +23.4% |
| 1Y | +27.9% | -13.4% | +41.3% | +26.9% |
| 3Y | +109.2% | +158.3% | -49.2% | +93.2% |
| All | +122.2% | +195.8% | -73.6% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling