+12.2%
EXC vs GGLL
+328.7%
-316.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -1.1% |
| 7D | +0.3% | -4.8% | +5.1% | +0.2% |
| 30D | -3.7% | -13.7% | +10.0% | -3.9% |
| 3M | -1.3% | -21.9% | +20.6% | -1.4% |
| 6M | -9.7% | +11.7% | -21.4% | -9.8% |
| YTD | +2.9% | +2.3% | +0.6% | +2.7% |
| 1Y | +4.4% | +76.2% | -71.8% | +4.0% |
| 3Y | +22.2% | +245.0% | -222.8% | +16.2% |
| All | +12.2% | +328.7% | -316.5% | +5.0% |
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