+188.6%
GGLL vs ALK
-11.5%
+200.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +3.1% | +9.0% | -5.9% | -0.2% |
| 30D | -36.3% | -1.6% | -34.7% | -36.3% |
| 3M | -40.4% | -23.2% | -17.2% | -34.8% |
| 6M | -54.6% | -3.9% | -50.7% | -54.8% |
| YTD | -31.1% | -22.6% | -8.6% | -27.4% |
| 1Y | -19.2% | -5.3% | -13.9% | -21.5% |
| 3Y | +151.5% | +18.6% | +133.0% | +114.7% |
| All | +188.6% | -11.5% | +200.1% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling