+25.8%
F vs GGLL
+328.7%
-302.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +5.3% | -4.8% | +10.1% | +6.1% |
| 30D | +4.6% | -13.7% | +18.3% | +6.9% |
| 3M | -3.7% | -21.9% | +18.2% | -0.8% |
| 6M | +16.8% | +11.7% | +5.2% | +12.5% |
| YTD | +15.3% | +2.3% | +13.0% | +12.4% |
| 1Y | +31.0% | +76.2% | -45.2% | +15.3% |
| 3Y | +45.4% | +245.0% | -199.6% | +4.7% |
| All | +25.8% | +328.7% | -302.9% | -13.9% |
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