+373.6%
COMP vs GGLL
+163.2%
+210.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.5% | +1.2% | +6.1% |
| 7D | +9.5% | -23.1% | +32.6% | +15.4% |
| 30D | +8.1% | -32.9% | +41.0% | +17.8% |
| 3M | -16.3% | -44.9% | +28.5% | -4.3% |
| 6M | +42.2% | -49.5% | +91.7% | +64.9% |
| YTD | -5.0% | -28.9% | +23.9% | -0.4% |
| 1Y | +20.1% | -12.2% | +32.3% | +19.4% |
| All | +373.6% | +163.2% | +210.4% | +231.8% |
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