+15.1%
GEN vs GGLL
-15.6%
+30.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.2% | +2.0% |
| 7D | -0.8% | +2.9% | -3.7% | -0.9% |
| 30D | +31.2% | -33.1% | +64.3% | +33.9% |
| 3M | +6.1% | -31.2% | +37.3% | +7.8% |
| 6M | +38.1% | -49.4% | +87.5% | +43.5% |
| YTD | +14.4% | -26.8% | +41.2% | +12.8% |
| 1Y | +15.1% | -17.7% | +32.8% | +13.1% |
| All | +15.1% | -15.6% | +30.7% | +13.1% |
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