+1,522.4%
FIX vs GGLL
+328.7%
+1,193.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.5% |
| 7D | +6.0% | -4.8% | +10.8% | +7.2% |
| 30D | -7.2% | -13.7% | +6.4% | -4.1% |
| 3M | -15.9% | -21.9% | +6.0% | -11.9% |
| 6M | +12.7% | +11.7% | +1.1% | +5.7% |
| YTD | +72.8% | +2.3% | +70.5% | +65.0% |
| 1Y | +122.9% | +76.2% | +46.7% | +84.6% |
| 3Y | +774.3% | +245.0% | +529.3% | +495.1% |
| All | +1,522.4% | +328.7% | +1,193.7% | +970.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling