-41.6%
FND vs GGLL
+210.8%
-252.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.9% |
| 7D | -6.8% | +7.7% | -14.5% | -8.0% |
| 30D | +8.0% | -30.2% | +38.2% | +13.5% |
| 3M | -18.9% | -31.3% | +12.3% | -14.7% |
| 6M | +4.7% | -52.1% | +56.8% | +16.4% |
| YTD | -21.6% | -25.9% | +4.3% | -20.8% |
| 1Y | -22.0% | -8.5% | -13.6% | -24.7% |
| 3Y | -40.4% | +165.5% | -206.0% | -60.2% |
| All | -41.6% | +210.8% | -252.3% | -64.7% |
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