+101.7%
FFIV vs GGLL
+151.4%
-49.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.5% | -1.0% | -4.9% |
| 7D | -14.2% | -1.3% | -12.9% | -14.1% |
| 30D | -33.6% | -36.3% | +2.6% | -30.3% |
| 3M | -24.2% | -42.7% | +18.5% | -19.5% |
| 6M | -8.3% | -53.1% | +44.8% | -1.0% |
| YTD | +22.1% | -32.1% | +54.2% | +23.9% |
| 1Y | +26.5% | -20.1% | +46.5% | +24.6% |
| All | +101.7% | +151.4% | -49.7% | +62.7% |
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