+810.0%
AU vs GGLL
+328.7%
+481.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -3.6% | -4.8% | +1.1% | -3.0% |
| 30D | +23.9% | -13.7% | +37.6% | +26.4% |
| 3M | +19.1% | -21.9% | +40.9% | +22.5% |
| 6M | -0.2% | +11.7% | -11.8% | -2.8% |
| YTD | +32.5% | +2.3% | +30.2% | +29.8% |
| 1Y | +96.9% | +76.2% | +20.8% | +79.8% |
| 3Y | +614.7% | +245.0% | +369.7% | +476.0% |
| All | +810.0% | +328.7% | +481.3% | +593.9% |
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