+223.9%
GGLL vs AHR
+365.8%
-141.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -1.9% |
| 7D | -4.8% | -1.5% | -3.3% | -4.5% |
| 30D | -13.7% | -1.4% | -12.3% | -13.4% |
| 3M | -21.9% | +18.6% | -40.4% | -25.7% |
| 6M | +11.7% | +6.6% | +5.1% | +9.3% |
| YTD | +2.3% | +17.5% | -15.2% | -2.6% |
| 1Y | +76.2% | +30.9% | +45.3% | +62.6% |
| All | +223.9% | +365.8% | -141.9% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling