+127.2%
ALL vs GGLL
+328.7%
-201.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | 0.0% | -4.8% | +4.8% | +0.1% |
| 30D | -1.5% | -13.7% | +12.2% | -1.4% |
| 3M | +23.6% | -21.9% | +45.5% | +23.9% |
| 6M | +22.3% | +11.7% | +10.7% | +21.7% |
| YTD | +26.5% | +2.3% | +24.2% | +26.0% |
| 1Y | +27.0% | +76.2% | -49.2% | +24.5% |
| 3Y | +149.6% | +245.0% | -95.4% | +131.1% |
| All | +127.2% | +328.7% | -201.5% | +110.2% |
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