-55.6%
FN vs GGLL
-52.5%
-3.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.5% | -9.8% | -13.8% |
| 7D | -16.0% | -1.3% | -14.7% | -15.8% |
| 30D | -40.1% | -36.3% | -3.9% | -38.7% |
| 3M | -43.9% | -42.7% | -1.2% | -42.4% |
| 6M | -55.6% | -53.1% | -2.6% | -54.6% |
| All | -55.6% | -52.5% | -3.2% | -54.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling