-29.1%
FN vs GGLL
-19.4%
-9.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.3% | +11.4% |
| 7D | 0.0% | +3.1% | -3.1% | -0.6% |
| 30D | -34.3% | -36.3% | +2.0% | -28.3% |
| 3M | -39.9% | -40.4% | +0.5% | -33.7% |
| 6M | -51.8% | -54.6% | +2.8% | -42.8% |
| YTD | -28.1% | -31.1% | +3.0% | -30.1% |
| 1Y | -29.1% | -19.2% | -9.9% | -37.5% |
| All | -29.1% | -19.4% | -9.7% | -37.5% |
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