+145.7%
FERG vs GGLL
+195.8%
-50.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.5% | +8.7% | +10.9% |
| 7D | +7.3% | +6.3% | +1.0% | +6.6% |
| 30D | +18.1% | -35.1% | +53.2% | +23.5% |
| 3M | +1.6% | -37.7% | +39.3% | +6.7% |
| 6M | +8.5% | -54.1% | +62.6% | +17.5% |
| YTD | +18.6% | -29.4% | +48.0% | +20.3% |
| 1Y | +5.7% | -13.4% | +19.1% | +4.3% |
| 3Y | +74.0% | +158.3% | -84.3% | +37.1% |
| All | +145.7% | +195.8% | -50.1% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling