+133.7%
AS vs GGLL
+122.3%
+11.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.4% |
| 7D | +7.1% | -1.3% | +8.4% | +7.4% |
| 30D | +12.8% | -36.3% | +49.1% | +21.6% |
| 3M | -14.7% | -42.7% | +28.0% | -6.3% |
| 6M | -9.9% | -53.1% | +43.1% | +1.9% |
| YTD | -16.1% | -32.1% | +15.9% | -13.4% |
| 1Y | +0.2% | -20.1% | +20.2% | -0.4% |
| All | +133.7% | +122.3% | +11.5% | +80.8% |
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 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