+6.9%
F vs GGLL
+194.0%
-187.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.0% | +5.1% | -4.1% | +0.2% |
| 30D | +2.1% | -35.5% | +37.6% | +8.1% |
| 3M | -10.3% | -39.2% | +28.9% | -4.4% |
| 6M | +3.3% | -54.4% | +57.6% | +14.3% |
| YTD | -2.0% | -29.8% | +27.9% | -0.1% |
| 1Y | -2.3% | -20.4% | +18.1% | -2.9% |
| 3Y | +49.9% | +149.7% | -99.8% | +12.1% |
| All | +6.9% | +194.0% | -187.1% | -23.4% |
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