-7.3%
F vs GGLL
-15.1%
+7.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -3.2% |
| 7D | -3.9% | +11.5% | -15.4% | -4.9% |
| 30D | -0.5% | -31.2% | +30.8% | +3.0% |
| 3M | -12.9% | -28.7% | +15.7% | -10.5% |
| 6M | +1.5% | -47.2% | +48.7% | +8.7% |
| YTD | -5.0% | -24.3% | +19.2% | -5.6% |
| 1Y | -7.3% | -12.0% | +4.6% | -9.3% |
| All | -7.3% | -15.1% | +7.7% | -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 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