-0.8%
F vs GGLL
-19.4%
+18.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +1.6% | +3.1% | -1.5% | +1.3% |
| 30D | +2.6% | -36.3% | +39.0% | +6.6% |
| 3M | -8.8% | -40.4% | +31.5% | -4.7% |
| 6M | +4.6% | -54.6% | +59.2% | +13.3% |
| YTD | -1.9% | -31.1% | +29.2% | -1.3% |
| 1Y | -0.8% | -19.2% | +18.4% | -1.5% |
| All | -0.8% | -19.4% | +18.7% | -1.5% |
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