-21.5%
GFS vs GGLL
+157.4%
-178.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -5.3% | +5.1% | -10.4% | -6.3% |
| 30D | -15.8% | -35.5% | +19.7% | -8.4% |
| 3M | -18.6% | -39.2% | +20.5% | -10.7% |
| 6M | -45.0% | -54.4% | +9.4% | -36.2% |
| YTD | +16.8% | -29.8% | +46.6% | +18.5% |
| 1Y | +17.8% | -20.4% | +38.2% | +14.7% |
| 3Y | -21.5% | +149.7% | -171.3% | -50.5% |
| All | -21.5% | +157.4% | -178.9% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling