+13.7%
COMP vs GGLL
-17.3%
+31.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.2% |
| 7D | +7.2% | +5.1% | +2.1% | +5.9% |
| 30D | +6.4% | -35.5% | +41.9% | +19.6% |
| 3M | -19.4% | -39.2% | +19.7% | -8.0% |
| 6M | +14.6% | -54.4% | +68.9% | +43.5% |
| YTD | -5.5% | -29.8% | +24.4% | -3.6% |
| 1Y | +13.7% | -20.4% | +34.1% | +10.3% |
| All | +13.7% | -17.3% | +31.0% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling