+31.3%
FANG vs GGLL
+166.5%
-135.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.6% |
| 7D | +4.0% | +7.7% | -3.7% | +3.8% |
| 30D | -5.8% | -30.2% | +24.5% | -4.8% |
| 3M | -6.7% | -31.3% | +24.6% | -5.8% |
| 6M | -6.4% | -52.1% | +45.7% | -3.9% |
| YTD | +25.9% | -25.9% | +51.8% | +24.5% |
| 1Y | +31.1% | -8.5% | +39.6% | +26.3% |
| 3Y | +31.3% | +165.5% | -134.2% | +7.3% |
| All | +31.3% | +166.5% | -135.2% | +7.3% |
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