+46.0%
GFI vs GGLL
+80.0%
-33.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | +3.1% | -4.8% | +7.9% | +4.2% |
| 30D | +27.1% | -13.7% | +40.8% | +31.1% |
| 3M | +21.2% | -21.9% | +43.0% | +27.4% |
| 6M | -4.5% | +11.7% | -16.2% | -9.8% |
| YTD | +11.7% | +2.3% | +9.5% | +5.4% |
| 1Y | +46.0% | +76.2% | -30.1% | +10.7% |
| All | +46.0% | +80.0% | -33.9% | +10.7% |
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 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