+67.7%
FERG vs GGLL
+166.5%
-98.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | +9.7% | +7.7% | +2.1% | +9.0% |
| 30D | +15.0% | -30.2% | +45.3% | +18.2% |
| 3M | +3.8% | -31.3% | +35.0% | +6.6% |
| 6M | +10.6% | -52.1% | +62.7% | +17.1% |
| YTD | +17.0% | -25.9% | +42.8% | +17.8% |
| 1Y | +7.1% | -8.5% | +15.5% | +5.7% |
| 3Y | +67.7% | +165.5% | -97.8% | +46.2% |
| All | +67.7% | +166.5% | -98.8% | +46.2% |
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