+91.8%
AUR vs GGLL
+229.6%
-137.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.1% |
| 7D | +0.2% | -5.8% | +5.9% | +2.6% |
| 30D | -8.9% | -7.2% | -1.7% | -6.1% |
| 3M | +4.6% | -17.5% | +22.2% | +11.0% |
| 6M | +44.9% | +5.1% | +39.8% | +38.5% |
| YTD | +64.8% | -1.3% | +66.2% | +59.8% |
| 1Y | +16.4% | +60.2% | -43.8% | -11.3% |
| All | +91.8% | +229.6% | -137.8% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling