+14.4%
FIX vs GGLL
-11.6%
+26.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.5% | -21.6% | -16.4% |
| 7D | -18.9% | -23.1% | +4.2% | -14.9% |
| 30D | -36.3% | -32.9% | -3.4% | -30.8% |
| 3M | -38.5% | -44.9% | +6.4% | -30.2% |
| 6M | -42.3% | -49.5% | +7.3% | -33.3% |
| YTD | +17.1% | -28.9% | +46.0% | +12.2% |
| 1Y | +14.4% | -12.2% | +26.6% | -1.5% |
| All | +14.4% | -11.6% | +26.0% | -1.5% |
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 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