+190.2%
B vs GGLL
+188.6%
+1.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 3M | -1.6% | -40.4% | +38.8% | +3.8% |
| 6M | -1.7% | -54.6% | +53.0% | +6.3% |
| YTD | -5.3% | -31.1% | +25.8% | -3.7% |
| 1Y | +27.2% | -19.2% | +46.4% | +26.7% |
| 3Y | +166.1% | +151.5% | +14.6% | +124.3% |
| All | +190.2% | +188.6% | +1.6% | +125.0% |
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