+0.2%
AS vs GGLL
-16.9%
+17.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | +7.1% | -1.3% | +8.4% | +7.3% |
| 30D | +12.8% | -36.3% | +49.1% | +20.9% |
| 3M | -14.7% | -42.7% | +28.0% | -6.8% |
| 6M | -9.9% | -53.1% | +43.1% | +2.1% |
| YTD | -16.1% | -32.1% | +15.9% | -16.2% |
| 1Y | +0.2% | -20.1% | +20.2% | -4.9% |
| All | +0.2% | -16.9% | +17.1% | -4.9% |
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