+562.7%
GFI vs GGLL
+328.4%
+234.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +5.7% | +1.9% | +3.8% | +5.4% |
| 30D | +15.6% | -9.7% | +25.3% | +17.1% |
| 3M | +31.5% | -18.0% | +49.5% | +34.2% |
| 6M | -3.7% | +15.3% | -19.0% | -6.2% |
| YTD | +11.2% | +2.2% | +9.0% | +9.4% |
| 1Y | +36.4% | +73.1% | -36.7% | +26.4% |
| 3Y | +313.5% | +242.7% | +70.8% | +241.6% |
| All | +562.7% | +328.4% | +234.4% | +420.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling