-12.0%
GGLL vs ALC
-11.3%
-0.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +11.5% | -6.2% | +17.7% | +13.2% |
| 30D | -31.2% | +14.0% | -45.3% | -34.0% |
| 3M | -28.7% | -2.4% | -26.3% | -27.8% |
| 6M | -47.2% | +12.6% | -59.8% | -49.8% |
| YTD | -24.3% | -8.4% | -15.8% | -21.3% |
| 1Y | -12.0% | -9.1% | -2.9% | -7.9% |
| All | -12.0% | -11.3% | -0.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling