+799.7%
AU vs GGLL
+328.4%
+471.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -0.3% | +1.9% | -2.1% | -0.5% |
| 30D | +12.8% | -9.7% | +22.5% | +14.3% |
| 3M | +28.5% | -18.0% | +46.5% | +31.1% |
| 6M | +4.8% | +15.3% | -10.4% | +1.6% |
| YTD | +31.0% | +2.2% | +28.8% | +28.3% |
| 1Y | +81.4% | +73.1% | +8.3% | +65.9% |
| 3Y | +618.4% | +242.7% | +375.7% | +479.8% |
| All | +799.7% | +328.4% | +471.3% | +586.1% |
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