+169.0%
B vs GGLL
+210.8%
-41.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -7.3% | +7.7% | -15.0% | -8.2% |
| 30D | -3.3% | -30.2% | +26.9% | +0.2% |
| 3M | -7.8% | -31.3% | +23.5% | -4.3% |
| 6M | -15.5% | -52.1% | +36.5% | -9.2% |
| YTD | -12.3% | -25.9% | +13.6% | -11.5% |
| 1Y | +5.4% | -8.5% | +13.8% | +3.4% |
| 3Y | +165.5% | +165.5% | 0.0% | +122.5% |
| All | +169.0% | +210.8% | -41.8% | +106.6% |
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