+310.0%
FN vs GGLL
+328.7%
-18.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.5% | +3.8% |
| 7D | -1.7% | -4.8% | +3.1% | -0.5% |
| 30D | -22.0% | -13.7% | -8.3% | -19.2% |
| 3M | -43.0% | -21.9% | -21.2% | -40.2% |
| 6M | -27.7% | +11.7% | -39.4% | -33.1% |
| YTD | -10.5% | +2.3% | -12.8% | -15.3% |
| 1Y | +12.5% | +76.2% | -63.7% | -9.8% |
| 3Y | +153.8% | +245.0% | -91.2% | +60.9% |
| All | +310.0% | +328.7% | -18.6% | +152.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling