-83.7%
FIG vs GGLL
+63.4%
-147.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | -13.1% | +3.1% | -16.2% | -13.4% |
| 30D | -13.0% | -36.3% | +23.3% | -7.2% |
| 3M | -21.5% | -40.4% | +18.8% | -15.6% |
| 6M | -2.5% | -54.6% | +52.1% | +7.4% |
| YTD | -49.7% | -31.1% | -18.5% | -49.2% |
| 1Y | -59.1% | -19.2% | -39.9% | -60.1% |
| All | -83.7% | +63.4% | -147.1% | -83.3% |
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