+195.3%
B vs GGLL
+153.6%
+41.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.9% |
| 7D | +11.3% | +6.3% | +5.0% | +10.6% |
| 30D | +2.9% | -35.1% | +38.0% | +7.2% |
| 3M | -2.9% | -37.7% | +34.8% | +1.5% |
| 6M | -1.2% | -54.1% | +52.9% | +6.0% |
| YTD | -1.3% | -29.4% | +28.1% | -0.1% |
| 1Y | +30.4% | -13.4% | +43.8% | +29.0% |
| 3Y | +195.3% | +158.3% | +37.0% | +164.2% |
| All | +195.3% | +153.6% | +41.7% | +164.2% |
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 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