+29.8%
FITB vs GGLL
-17.3%
+47.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +0.5% | +5.1% | -4.6% | +0.3% |
| 30D | +7.0% | -35.5% | +42.5% | +8.9% |
| 3M | -4.4% | -39.2% | +34.8% | -2.4% |
| 6M | +11.6% | -54.4% | +65.9% | +15.7% |
| YTD | +18.6% | -29.8% | +48.5% | +15.8% |
| 1Y | +29.8% | -20.4% | +50.2% | +26.1% |
| All | +29.8% | -17.3% | +47.1% | +26.1% |
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