-11.1%
FRSH vs GGLL
+194.0%
-205.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -16.0% | +5.1% | -21.1% | -17.0% |
| 30D | -14.7% | -35.5% | +20.8% | -7.2% |
| 3M | -0.8% | -39.2% | +38.3% | +8.8% |
| 6M | +34.5% | -54.4% | +88.9% | +55.1% |
| YTD | -3.0% | -29.8% | +26.8% | -1.0% |
| 1Y | +4.9% | -20.4% | +25.3% | +2.8% |
| 3Y | -31.9% | +149.7% | -181.7% | -57.3% |
| All | -11.1% | +194.0% | -205.1% | -47.0% |
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