-83.2%
FIG vs GGLL
+67.5%
-150.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.7% |
| 7D | -12.6% | +6.3% | -19.0% | -13.3% |
| 30D | -13.8% | -35.1% | +21.3% | -8.3% |
| 3M | -16.7% | -37.7% | +21.0% | -11.1% |
| 6M | -6.1% | -54.1% | +48.0% | +3.2% |
| YTD | -48.1% | -29.4% | -18.7% | -47.8% |
| 1Y | -56.2% | -13.4% | -42.8% | -57.7% |
| All | -83.2% | +67.5% | -150.7% | -82.9% |
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