+265.0%
C vs GGLL
+245.5%
+19.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | +3.6% | -4.8% | +8.4% | +4.4% |
| 30D | +0.1% | -13.7% | +13.7% | +2.1% |
| 3M | +2.4% | -21.9% | +24.3% | +5.3% |
| 6M | +24.9% | +11.7% | +13.3% | +19.5% |
| YTD | +19.8% | +2.3% | +17.5% | +15.9% |
| 1Y | +44.9% | +76.2% | -31.3% | +26.6% |
| All | +265.0% | +245.5% | +19.5% | +174.8% |
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