+149.6%
AUR vs GGLL
+328.7%
-179.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.3% |
| 7D | +8.7% | -4.8% | +13.5% | +11.1% |
| 30D | -5.2% | -13.7% | +8.5% | +0.6% |
| 3M | -7.3% | -21.9% | +14.5% | +0.9% |
| 6M | +41.2% | +11.7% | +29.5% | +31.5% |
| YTD | +65.1% | +2.3% | +62.8% | +57.7% |
| 1Y | +13.4% | +76.2% | -62.8% | -16.9% |
| 3Y | +98.1% | +245.0% | -146.9% | -3.0% |
| All | +149.6% | +328.7% | -179.1% | +11.5% |
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 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