+7.2%
DIS vs GGLL
-19.4%
+26.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +5.2% | +3.1% | +2.1% | +5.0% |
| 30D | +11.5% | -36.3% | +47.8% | +15.1% |
| 3M | +11.5% | -40.4% | +51.9% | +15.6% |
| 6M | +8.9% | -54.6% | +63.5% | +15.3% |
| YTD | +3.4% | -31.1% | +34.5% | +3.6% |
| 1Y | +7.2% | -19.2% | +26.4% | +5.3% |
| All | +7.2% | -19.4% | +26.6% | +5.3% |
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