-9.0%
AUR vs GGLL
-11.6%
+2.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -11.0% | -6.9% |
| 7D | -19.8% | -23.1% | +3.3% | -12.0% |
| 30D | -29.0% | -32.9% | +3.8% | -18.1% |
| 3M | -43.6% | -44.9% | +1.3% | -30.6% |
| 6M | -36.6% | -49.5% | +12.9% | -20.5% |
| YTD | +6.3% | -28.9% | +35.1% | +17.7% |
| 1Y | -9.0% | -12.2% | +3.2% | -2.5% |
| All | -9.0% | -11.6% | +2.6% | -2.5% |
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