-83.6%
FIG vs GGLL
+79.7%
-163.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | +2.6% | +11.5% | -8.9% | +0.7% |
| 30D | -13.1% | -31.2% | +18.2% | -8.5% |
| 3M | -20.3% | -28.7% | +8.3% | -16.9% |
| 6M | -2.1% | -47.2% | +45.1% | +5.0% |
| YTD | -49.4% | -24.3% | -25.1% | -49.7% |
| 1Y | -57.0% | -12.0% | -45.0% | -58.7% |
| All | -83.6% | +79.7% | -163.4% | -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 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