+21.3%
AU vs GGLL
-15.6%
+36.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.8% |
| 7D | +4.7% | +2.9% | +1.8% | +4.0% |
| 30D | -1.5% | -33.1% | +31.6% | +4.9% |
| 3M | -5.0% | -31.2% | +26.2% | +0.5% |
| 6M | -13.5% | -49.4% | +35.8% | -2.6% |
| YTD | +11.7% | -26.8% | +38.6% | +9.3% |
| 1Y | +21.3% | -17.7% | +39.0% | +14.0% |
| All | +21.3% | -15.6% | +36.9% | +14.0% |
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