-4.7%
FRSH vs GGLL
+328.7%
-333.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.3% | -2.4% | -4.2% |
| 7D | -8.2% | -4.8% | -3.4% | -7.2% |
| 30D | +10.5% | -13.7% | +24.2% | +14.1% |
| 3M | +32.7% | -21.9% | +54.6% | +38.5% |
| 6M | +50.3% | +11.7% | +38.6% | +40.5% |
| YTD | +3.9% | +2.3% | +1.6% | -0.8% |
| 1Y | -2.2% | +76.2% | -78.3% | -21.1% |
| 3Y | -42.9% | +245.0% | -287.9% | -66.0% |
| All | -4.7% | +328.7% | -333.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling