+17.3%
EXC vs GGLL
+195.8%
-178.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | -1.7% | +6.3% | -8.1% | -1.6% |
| 30D | +9.3% | -35.1% | +44.4% | +8.7% |
| 3M | +1.0% | -37.7% | +38.7% | +0.4% |
| 6M | +5.9% | -54.1% | +60.0% | +5.2% |
| YTD | +7.6% | -29.4% | +37.1% | +6.9% |
| 1Y | +2.4% | -13.4% | +15.8% | +1.7% |
| 3Y | +30.2% | +158.3% | -128.1% | +22.4% |
| All | +17.3% | +195.8% | -178.5% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling