-4.9%
GAP vs GGLL
-16.8%
+11.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.2% |
| 7D | 0.0% | +6.3% | -6.3% | -0.6% |
| 30D | -4.3% | -35.1% | +30.8% | +0.3% |
| 3M | +9.4% | -37.7% | +47.1% | +15.1% |
| 6M | -3.3% | -54.1% | +50.8% | +5.9% |
| YTD | -10.5% | -29.4% | +18.9% | -7.4% |
| All | -4.9% | -16.8% | +11.9% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling