+120.4%
AS vs GGLL
+234.7%
-114.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.1% |
| 7D | -4.9% | -4.8% | -0.1% | -4.0% |
| 30D | -19.6% | -13.7% | -5.9% | -17.2% |
| 3M | -14.4% | -21.9% | +7.5% | -10.9% |
| 6M | -20.1% | +11.7% | -31.8% | -23.7% |
| YTD | -20.9% | +2.3% | -23.2% | -23.5% |
| 1Y | -21.9% | +76.2% | -98.0% | -32.9% |
| All | +120.4% | +234.7% | -114.3% | +59.8% |
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