-83.6%
FIG vs GGLL
+73.6%
-157.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.1% |
| 7D | -14.3% | +2.9% | -17.2% | -14.6% |
| 30D | -13.6% | -33.1% | +19.5% | -8.6% |
| 3M | -23.7% | -31.2% | +7.5% | -19.9% |
| 6M | -5.4% | -49.4% | +44.0% | +2.2% |
| YTD | -49.2% | -26.8% | -22.4% | -49.3% |
| 1Y | -57.4% | -17.7% | -39.6% | -58.6% |
| All | -83.6% | +73.6% | -157.2% | -83.4% |
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