+195.8%
GGLL vs ALC
+14.6%
+181.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | +6.3% | +2.1% | +4.3% | +5.4% |
| 30D | -35.1% | +17.2% | -52.3% | -40.2% |
| 3M | -37.7% | +4.6% | -42.3% | -39.4% |
| 6M | -54.1% | +20.1% | -74.2% | -58.6% |
| YTD | -29.4% | -4.2% | -25.2% | -29.0% |
| 1Y | -13.4% | +2.1% | -15.5% | -15.9% |
| 3Y | +158.3% | +4.5% | +153.8% | +128.0% |
| All | +195.8% | +14.6% | +181.2% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling