+60.4%
D vs GGLL
+245.5%
-185.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.5% |
| 7D | +0.4% | -4.8% | +5.2% | +0.4% |
| 30D | -3.6% | -13.7% | +10.1% | -3.7% |
| 3M | -1.0% | -21.9% | +20.9% | -1.2% |
| 6M | +6.3% | +11.7% | -5.4% | +6.7% |
| YTD | +14.7% | +2.3% | +12.4% | +15.0% |
| 1Y | +16.9% | +76.2% | -59.2% | +18.3% |
| All | +60.4% | +245.5% | -185.1% | +58.5% |
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