+23.9%
FITB vs GGLL
+70.5%
-46.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.8% | +1.9% | +1.0% | +2.7% |
| 30D | -4.5% | -9.7% | +5.2% | -4.1% |
| 3M | +5.7% | -18.0% | +23.7% | +6.4% |
| 6M | +17.1% | +15.3% | +1.9% | +14.0% |
| YTD | +18.3% | +2.2% | +16.1% | +15.0% |
| 1Y | +23.9% | +73.1% | -49.2% | +16.1% |
| All | +23.9% | +70.5% | -46.6% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling