+81.1%
FDX vs GGLL
+80.0%
+1.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.3% |
| 7D | -2.5% | -4.8% | +2.2% | -2.1% |
| 30D | +3.8% | -13.7% | +17.5% | +5.1% |
| 3M | -1.3% | -21.9% | +20.5% | +0.6% |
| 6M | +5.0% | +11.7% | -6.6% | +2.4% |
| YTD | +39.6% | +2.3% | +37.4% | +36.3% |
| 1Y | +81.1% | +76.2% | +5.0% | +66.4% |
| All | +81.1% | +80.0% | +1.2% | +66.4% |
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 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