+96.9%
FFIV vs GGLL
+210.8%
-113.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | -0.5% | +7.7% | -8.2% | -1.7% |
| 30D | -32.4% | -30.2% | -2.2% | -29.0% |
| 3M | -25.7% | -31.3% | +5.6% | -22.0% |
| 6M | -13.5% | -52.1% | +38.6% | -4.6% |
| YTD | +21.1% | -25.9% | +47.0% | +21.8% |
| 1Y | +29.4% | -8.5% | +37.9% | +24.4% |
| 3Y | +94.9% | +165.5% | -70.6% | +36.6% |
| All | +96.9% | +210.8% | -113.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling