-8.2%
ES vs GGLL
+328.7%
-336.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | +0.3% | -4.8% | +5.1% | +0.4% |
| 30D | -2.0% | -13.7% | +11.7% | -1.8% |
| 3M | +1.7% | -21.9% | +23.5% | +2.0% |
| 6M | -3.5% | +11.7% | -15.2% | -3.9% |
| YTD | +7.9% | +2.3% | +5.6% | +7.5% |
| 1Y | +17.2% | +76.2% | -59.0% | +15.4% |
| 3Y | +29.3% | +245.0% | -215.7% | +19.5% |
| All | -8.2% | +328.7% | -336.9% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling