+34.1%
FE vs GGLL
+328.7%
-294.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.6% |
| 7D | +1.9% | -4.8% | +6.7% | +2.0% |
| 30D | -1.2% | -13.7% | +12.5% | -1.0% |
| 3M | +3.5% | -21.9% | +25.3% | +3.7% |
| 6M | -6.1% | +11.7% | -17.7% | -6.7% |
| YTD | +7.6% | +2.3% | +5.3% | +7.1% |
| 1Y | +11.9% | +76.2% | -64.3% | +9.9% |
| 3Y | +48.4% | +245.0% | -196.6% | +36.8% |
| All | +34.1% | +328.7% | -294.6% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling