+21.3%
AR vs GGLL
+80.0%
-58.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | +2.5% | -4.8% | +7.3% | +2.3% |
| 30D | +14.8% | -13.7% | +28.5% | +14.3% |
| 3M | +6.2% | -21.9% | +28.1% | +5.7% |
| 6M | +4.3% | +11.7% | -7.4% | +5.3% |
| YTD | +14.4% | +2.3% | +12.1% | +15.3% |
| 1Y | +21.3% | +76.2% | -54.8% | +20.0% |
| All | +21.3% | +80.0% | -58.6% | +20.0% |
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