+53.0%
FERG vs GGLL
+245.5%
-192.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.6% |
| 7D | 0.0% | -4.8% | +4.7% | +0.5% |
| 30D | -10.2% | -13.7% | +3.5% | -8.8% |
| 3M | -0.6% | -21.9% | +21.3% | +1.4% |
| 6M | -6.5% | +11.7% | -18.2% | -8.6% |
| YTD | +4.2% | +2.3% | +1.9% | +2.5% |
| 1Y | -2.3% | +76.2% | -78.4% | -8.6% |
| All | +53.0% | +245.5% | -192.5% | +26.9% |
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