+27.2%
B vs GGLL
-19.4%
+46.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | +9.6% | +3.1% | +6.5% | +9.2% |
| 30D | +3.5% | -36.3% | +39.9% | +8.5% |
| 3M | -1.6% | -40.4% | +38.8% | +3.7% |
| 6M | -1.7% | -54.6% | +53.0% | +7.7% |
| YTD | -5.3% | -31.1% | +25.8% | -6.7% |
| 1Y | +27.2% | -19.2% | +46.4% | +20.2% |
| All | +27.2% | -19.4% | +46.6% | +20.2% |
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