+66.7%
AU vs GGLL
+64.4%
+2.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.2% |
| 7D | -4.3% | -0.3% | -4.0% | -4.2% |
| 30D | +7.3% | -4.0% | +11.3% | +8.1% |
| 3M | +26.3% | -15.5% | +41.8% | +29.5% |
| 6M | +1.8% | +7.6% | -5.8% | -3.6% |
| YTD | +26.8% | +2.0% | +24.8% | +18.8% |
| 1Y | +66.7% | +63.9% | +2.7% | +29.8% |
| All | +66.7% | +64.4% | +2.2% | +29.8% |
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 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