+75.9%
D vs GGLL
+151.4%
-75.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.2% |
| 7D | +6.9% | -1.3% | +8.2% | +6.9% |
| 30D | +12.3% | -36.3% | +48.6% | +11.5% |
| 3M | +3.0% | -42.7% | +45.7% | +2.2% |
| 6M | +12.8% | -53.1% | +65.9% | +11.7% |
| YTD | +22.6% | -32.1% | +54.6% | +22.2% |
| 1Y | +21.7% | -20.1% | +41.7% | +21.7% |
| All | +75.9% | +151.4% | -75.5% | +74.3% |
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 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