+729.1%
AU vs GGLL
+195.8%
+533.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.5% | +4.4% | +6.5% |
| 7D | +20.8% | +6.3% | +14.5% | +19.7% |
| 30D | +5.5% | -35.1% | +40.6% | +11.7% |
| 3M | +3.9% | -37.7% | +41.6% | +10.4% |
| 6M | -5.4% | -54.1% | +48.7% | +4.3% |
| YTD | +20.7% | -29.4% | +50.1% | +23.9% |
| 1Y | +49.8% | -13.4% | +63.2% | +49.4% |
| 3Y | +565.6% | +158.3% | +407.3% | +456.7% |
| All | +729.1% | +195.8% | +533.3% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling