+126.0%
FITB vs GGLL
+154.9%
-28.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.5% | +3.1% | -4.6% | -1.8% |
| 30D | +5.8% | -36.3% | +42.2% | +9.5% |
| 3M | -6.1% | -40.4% | +34.2% | -2.4% |
| 6M | +5.9% | -54.6% | +60.6% | +12.5% |
| YTD | +16.1% | -31.1% | +47.2% | +16.9% |
| 1Y | +28.8% | -19.2% | +48.0% | +27.0% |
| 3Y | +126.0% | +151.5% | -25.5% | +95.7% |
| All | +126.0% | +154.9% | -28.9% | +95.7% |
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