+82.5%
FANG vs GGLL
+313.5%
-231.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +1.2% | -5.8% | +7.0% | +1.5% |
| 30D | +2.4% | -7.2% | +9.6% | +2.7% |
| 3M | +5.1% | -17.5% | +22.6% | +5.7% |
| 6M | +16.4% | +5.1% | +11.4% | +13.9% |
| YTD | +39.0% | -1.3% | +40.3% | +36.5% |
| 1Y | +50.6% | +60.2% | -9.6% | +39.4% |
| 3Y | +46.9% | +230.8% | -183.9% | +19.4% |
| All | +82.5% | +313.5% | -231.1% | +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 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