+19.4%
GEN vs GGLL
-19.4%
+38.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.7% |
| 7D | +2.3% | +3.1% | -0.8% | +2.2% |
| 30D | +33.1% | -36.3% | +69.4% | +35.9% |
| 3M | +6.5% | -40.4% | +46.8% | +9.4% |
| 6M | +53.8% | -54.6% | +108.4% | +60.9% |
| YTD | +11.2% | -31.1% | +42.4% | +10.0% |
| 1Y | +19.4% | -19.2% | +38.6% | +17.6% |
| All | +19.4% | -19.4% | +38.8% | +17.6% |
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