-39.1%
FND vs GGLL
+172.3%
-211.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.9% | -4.7% |
| 7D | -5.1% | +11.5% | -16.7% | -6.3% |
| 30D | +9.2% | -31.2% | +40.4% | +13.0% |
| 3M | -17.7% | -28.7% | +11.0% | -15.3% |
| 6M | +2.5% | -47.2% | +49.7% | +8.4% |
| YTD | -19.8% | -24.3% | +4.5% | -19.4% |
| 1Y | -22.7% | -12.0% | -10.7% | -23.7% |
| All | -39.1% | +172.3% | -211.4% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling