-10.7%
FRSH vs GGLL
+309.0%
-319.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.4% |
| 7D | -9.6% | -3.9% | -5.7% | -8.7% |
| 30D | -0.4% | -15.4% | +14.9% | +3.2% |
| 3M | +27.2% | -21.9% | +49.1% | +32.7% |
| 6M | +42.2% | +4.5% | +37.7% | +35.1% |
| YTD | -2.6% | -2.4% | -0.2% | -6.1% |
| 1Y | -10.2% | +57.8% | -68.0% | -25.4% |
| 3Y | -45.5% | +227.2% | -272.7% | -67.1% |
| All | -10.7% | +309.0% | -319.7% | -49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling