+137.2%
FFIV vs GGLL
+245.5%
-108.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -1.0% | -4.8% | +3.8% | -0.4% |
| 30D | -5.1% | -13.7% | +8.6% | -3.4% |
| 3M | -4.5% | -21.9% | +17.4% | -2.2% |
| 6M | +36.5% | +11.7% | +24.8% | +31.4% |
| YTD | +53.0% | +2.3% | +50.7% | +48.9% |
| 1Y | +24.2% | +76.2% | -52.0% | +10.3% |
| All | +137.2% | +245.5% | -108.3% | +84.7% |
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