+2.2%
AR vs GGLL
+210.8%
-208.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +7.4% | +7.7% | -0.3% | +6.7% |
| 30D | +5.8% | -30.2% | +36.0% | +8.7% |
| 3M | +5.2% | -31.3% | +36.5% | +8.0% |
| 6M | +5.4% | -52.1% | +57.5% | +11.7% |
| YTD | +12.4% | -25.9% | +38.3% | +11.9% |
| 1Y | +12.8% | -8.5% | +21.3% | +8.6% |
| 3Y | +47.2% | +165.5% | -118.4% | +14.5% |
| All | +2.2% | +210.8% | -208.6% | -23.1% |
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