+51.6%
FANG vs GGLL
+64.4%
-12.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.6% | +0.1% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +2.6% | -4.0% | +6.6% | +2.3% |
| 3M | +7.6% | -15.5% | +23.1% | +6.6% |
| 6M | +17.3% | +7.6% | +9.7% | +19.3% |
| YTD | +38.7% | +2.0% | +36.7% | +40.5% |
| 1Y | +51.6% | +63.9% | -12.3% | +51.9% |
| All | +51.6% | +64.4% | -12.8% | +51.9% |
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 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