+140.9%
FERG vs GGLL
+217.5%
-76.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.2% | -4.0% |
| 7D | +8.2% | +11.5% | -3.4% | +6.8% |
| 30D | +14.4% | -31.2% | +45.6% | +18.8% |
| 3M | +4.3% | -28.7% | +33.0% | +7.7% |
| 6M | +7.9% | -47.2% | +55.1% | +14.7% |
| YTD | +16.3% | -24.3% | +40.5% | +17.0% |
| 1Y | +2.2% | -12.0% | +14.2% | +0.7% |
| 3Y | +67.3% | +169.6% | -102.3% | +31.5% |
| All | +140.9% | +217.5% | -76.6% | +82.3% |
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