+29.4%
B vs GGLL
-11.6%
+41.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.5% | +1.8% | +7.5% |
| 7D | +1.1% | -23.1% | +24.2% | +3.8% |
| 30D | +0.3% | -32.9% | +33.2% | +4.7% |
| 3M | +5.4% | -44.9% | +50.3% | +12.2% |
| 6M | +5.5% | -49.5% | +55.0% | +13.7% |
| YTD | -6.3% | -28.9% | +22.6% | -8.0% |
| 1Y | +29.4% | -12.2% | +41.6% | +19.7% |
| All | +29.4% | -11.6% | +41.0% | +19.7% |
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