+243.8%
FN vs GGLL
+198.0%
+45.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.5% | -12.5% | -7.7% |
| 7D | -7.0% | -23.1% | +16.1% | -1.3% |
| 30D | -24.7% | -32.9% | +8.2% | -17.1% |
| 3M | -35.7% | -44.9% | +9.2% | -26.0% |
| 6M | -52.4% | -49.5% | -2.9% | -45.0% |
| YTD | -25.0% | -28.9% | +3.9% | -22.8% |
| 1Y | -25.7% | -12.2% | -13.5% | -28.3% |
| 3Y | +110.2% | +163.5% | -53.3% | +42.5% |
| All | +243.8% | +198.0% | +45.8% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling