+44.5%
F vs GGLL
+151.4%
-106.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +2.0% | -36.3% | +38.3% | +7.0% |
| 3M | -10.4% | -42.7% | +32.3% | -4.9% |
| 6M | +9.7% | -53.1% | +62.8% | +18.8% |
| YTD | -1.2% | -32.1% | +30.9% | +0.8% |
| 1Y | 0.0% | -20.1% | +20.1% | -0.5% |
| All | +44.5% | +151.4% | -106.9% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling