+45.8%
GEN vs GGLL
+328.7%
-282.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.9% |
| 7D | -1.2% | -4.8% | +3.6% | -0.6% |
| 30D | +10.1% | -13.7% | +23.8% | +12.0% |
| 3M | +16.1% | -21.9% | +37.9% | +18.8% |
| 6M | +38.9% | +11.7% | +27.2% | +35.4% |
| YTD | +14.4% | +2.3% | +12.2% | +12.4% |
| 1Y | +5.9% | +76.2% | -70.3% | -3.5% |
| 3Y | +58.8% | +245.0% | -186.2% | +23.6% |
| All | +45.8% | +328.7% | -282.8% | +8.7% |
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