-83.9%
FIG vs GGLL
+66.5%
-150.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -11.4% | +5.1% | -16.5% | -11.9% |
| 30D | -17.2% | -35.5% | +18.3% | -11.9% |
| 3M | -26.6% | -39.2% | +12.5% | -21.4% |
| 6M | -9.8% | -54.4% | +44.5% | -0.8% |
| YTD | -50.1% | -29.8% | -20.3% | -49.8% |
| 1Y | -58.1% | -20.4% | -37.6% | -59.0% |
| All | -83.9% | +66.5% | -150.4% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling