+65.5%
FDX vs GGLL
+154.9%
-89.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.9% |
| 7D | -1.6% | +3.1% | -4.7% | -1.9% |
| 30D | +6.6% | -36.3% | +42.9% | +10.7% |
| 3M | -2.1% | -40.4% | +38.3% | +2.2% |
| 6M | +2.2% | -54.6% | +56.8% | +9.0% |
| YTD | +33.9% | -31.1% | +65.1% | +35.7% |
| 1Y | +50.2% | -19.2% | +69.4% | +49.2% |
| 3Y | +65.5% | +151.5% | -86.0% | +42.8% |
| All | +65.5% | +154.9% | -89.4% | +42.8% |
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