+25.6%
AR vs GGLL
+151.4%
-125.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.5% |
| 7D | -11.7% | -1.3% | -10.4% | -11.7% |
| 30D | +1.8% | -36.3% | +38.1% | +4.6% |
| 3M | +6.0% | -42.7% | +48.7% | +9.5% |
| 6M | -7.0% | -53.1% | +46.0% | -2.7% |
| YTD | +5.6% | -32.1% | +37.7% | +5.5% |
| 1Y | +10.8% | -20.1% | +30.9% | +7.9% |
| All | +25.6% | +151.4% | -125.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling