-12.1%
GFI vs GGLL
-15.1%
+2.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.3% | -5.4% |
| 7D | -5.4% | +11.5% | -16.9% | -7.3% |
| 30D | -1.5% | -31.2% | +29.7% | +4.3% |
| 3M | -10.2% | -28.7% | +18.5% | -5.6% |
| 6M | -19.3% | -47.2% | +27.9% | -10.0% |
| YTD | -13.7% | -24.3% | +10.5% | -15.4% |
| 1Y | -12.1% | -12.0% | -0.1% | -16.6% |
| All | -12.1% | -15.1% | +2.9% | -16.6% |
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