+122.2%
GGLL vs AHR
+408.0%
-285.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +5.1% | +8.1% | -3.0% | +3.5% |
| 30D | -35.5% | +16.9% | -52.4% | -37.6% |
| 3M | -39.2% | +7.6% | -46.7% | -40.0% |
| 6M | -54.4% | +16.0% | -70.3% | -56.0% |
| YTD | -29.8% | +28.1% | -57.9% | -34.4% |
| 1Y | -20.4% | +22.8% | -43.2% | -24.8% |
| All | +122.2% | +408.0% | -285.8% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling