+79.1%
AUR vs GGLL
+194.0%
-114.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | +6.6% | +5.1% | +1.5% | +4.1% |
| 30D | -22.0% | -35.5% | +13.5% | -6.6% |
| 3M | -34.8% | -39.2% | +4.3% | -20.5% |
| 6M | -35.7% | -54.4% | +18.6% | -13.2% |
| YTD | +18.5% | -29.8% | +48.3% | +31.4% |
| 1Y | +4.4% | -20.4% | +24.8% | +8.1% |
| 3Y | +150.7% | +149.7% | +1.0% | +40.1% |
| All | +79.1% | +194.0% | -114.9% | -7.1% |
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