+21.8%
GEN vs GGLL
-11.6%
+33.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.5% | -2.5% | +3.9% |
| 7D | +26.9% | -23.1% | +50.0% | +27.1% |
| 30D | +38.6% | -32.9% | +71.5% | +41.1% |
| 3M | +9.7% | -44.9% | +54.6% | +14.0% |
| 6M | +58.9% | -49.5% | +108.4% | +65.0% |
| YTD | +15.3% | -28.9% | +44.2% | +14.0% |
| 1Y | +21.8% | -12.2% | +34.0% | +19.9% |
| All | +21.8% | -11.6% | +33.4% | +19.9% |
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 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