+180.5%
C vs GGLL
+184.7%
-4.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.6% | -4.4% |
| 7D | -5.3% | -1.3% | -4.0% | -5.1% |
| 30D | -7.3% | -36.3% | +28.9% | -1.7% |
| 3M | -13.5% | -42.7% | +29.2% | -6.9% |
| 6M | -6.5% | -53.1% | +46.6% | +2.8% |
| YTD | +3.6% | -32.1% | +35.7% | +5.5% |
| 1Y | +18.9% | -20.1% | +39.0% | +17.1% |
| 3Y | +205.0% | +151.7% | +53.3% | +130.9% |
| All | +180.5% | +184.7% | -4.2% | +102.1% |
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