+209.0%
GGLL vs AHR
+357.7%
-148.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.1% |
| 7D | -3.9% | -4.3% | +0.4% | -2.9% |
| 30D | -15.4% | -3.1% | -12.3% | -14.7% |
| 3M | -21.9% | +15.7% | -37.6% | -25.2% |
| 6M | +4.5% | +4.1% | +0.4% | +2.9% |
| YTD | -2.4% | +15.4% | -17.8% | -6.7% |
| 1Y | +57.8% | +28.0% | +29.8% | +46.4% |
| All | +209.0% | +357.7% | -148.7% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling