+138.9%
FITB vs GGLL
+172.3%
-33.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.2% |
| 7D | +0.8% | +11.5% | -10.7% | -0.1% |
| 30D | +7.3% | -31.2% | +38.6% | +10.4% |
| 3M | -6.3% | -28.7% | +22.3% | -4.1% |
| 6M | +12.6% | -47.2% | +59.7% | +17.8% |
| YTD | +18.0% | -24.3% | +42.2% | +17.8% |
| 1Y | +28.9% | -12.0% | +40.9% | +26.3% |
| All | +138.9% | +172.3% | -33.3% | +107.3% |
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 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