+328.7%
GGLL vs ALC
+7.5%
+321.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.2% |
| 7D | -4.8% | -2.1% | -2.7% | -3.8% |
| 30D | -13.7% | -0.1% | -13.6% | -13.8% |
| 3M | -21.9% | +5.9% | -27.7% | -24.6% |
| 6M | +11.7% | -15.9% | +27.6% | +21.1% |
| YTD | +2.3% | -10.1% | +12.4% | +6.6% |
| 1Y | +76.2% | -10.2% | +86.4% | +83.3% |
| 3Y | +245.0% | -13.6% | +258.5% | +252.7% |
| All | +328.7% | +7.5% | +321.2% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling