+534.9%
GEV vs GGLL
+113.6%
+421.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.5% | +4.6% | +6.6% |
| 7D | -3.8% | +6.3% | -10.2% | -5.2% |
| 30D | -17.4% | -35.1% | +17.7% | -9.8% |
| 3M | -16.2% | -37.7% | +21.5% | -8.2% |
| 6M | -20.2% | -54.1% | +33.9% | -6.7% |
| YTD | +27.2% | -29.4% | +56.6% | +28.6% |
| 1Y | +44.6% | -13.4% | +58.0% | +37.3% |
| All | +534.9% | +113.6% | +421.3% | +319.8% |
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 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