+51.5%
FE vs GGLL
+245.5%
-194.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.6% |
| 7D | +1.9% | -4.8% | +6.7% | +1.8% |
| 30D | -1.2% | -13.7% | +12.5% | -1.5% |
| 3M | +3.5% | -21.9% | +25.3% | +3.1% |
| 6M | -6.1% | +11.7% | -17.7% | -5.8% |
| YTD | +7.6% | +2.3% | +5.3% | +7.8% |
| 1Y | +11.9% | +76.2% | -64.3% | +13.5% |
| All | +51.5% | +245.5% | -194.0% | +52.9% |
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 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