+115.9%
FERG vs GGLL
+328.7%
-212.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.6% |
| 7D | 0.0% | -4.8% | +4.7% | +0.6% |
| 30D | -10.2% | -13.7% | +3.5% | -8.5% |
| 3M | -0.6% | -21.9% | +21.3% | +1.9% |
| 6M | -6.5% | +11.7% | -18.2% | -9.2% |
| YTD | +4.2% | +2.3% | +1.9% | +2.1% |
| 1Y | -2.3% | +76.2% | -78.4% | -11.1% |
| 3Y | +48.5% | +245.0% | -196.5% | +14.4% |
| All | +115.9% | +328.7% | -212.8% | +59.1% |
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