+5.3%
FE vs GGLL
-19.4%
+24.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.4% |
| 7D | -1.0% | +3.1% | -4.1% | -0.9% |
| 30D | +4.1% | -36.3% | +40.5% | +3.1% |
| 3M | -1.0% | -40.4% | +39.3% | -2.2% |
| 6M | +4.0% | -54.6% | +58.6% | +2.5% |
| YTD | +6.8% | -31.1% | +38.0% | +5.1% |
| 1Y | +5.3% | -19.2% | +24.5% | +2.4% |
| All | +5.3% | -19.4% | +24.7% | +2.4% |
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