-84.0%
FIG vs GGLL
+61.2%
-145.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.5% | -12.2% | -15.9% |
| 7D | -17.4% | -1.3% | -16.1% | -17.1% |
| 30D | -15.9% | -36.3% | +20.3% | -10.3% |
| 3M | -34.5% | -42.7% | +8.2% | -29.1% |
| 6M | -5.0% | -53.1% | +48.0% | +3.9% |
| YTD | -50.7% | -32.1% | -18.6% | -50.1% |
| 1Y | -58.1% | -20.1% | -38.0% | -59.1% |
| All | -84.0% | +61.2% | -145.2% | -83.6% |
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