+38.8%
AR vs GGLL
+153.6%
-114.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -10.5% | +6.3% | -16.9% | -10.9% |
| 30D | +1.3% | -35.1% | +36.4% | +3.9% |
| 3M | +4.8% | -37.7% | +42.4% | +7.6% |
| 6M | +1.2% | -54.1% | +55.3% | +6.3% |
| YTD | +5.5% | -29.4% | +34.9% | +5.2% |
| 1Y | +8.1% | -13.4% | +21.5% | +4.4% |
| 3Y | +38.8% | +158.3% | -119.5% | +18.2% |
| All | +38.8% | +153.6% | -114.8% | +18.2% |
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 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