+148.1%
GGLL vs ALK
+15.2%
+132.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.2% | -3.3% |
| 7D | -1.3% | +7.1% | -8.4% | -3.8% |
| 30D | -36.3% | -3.0% | -33.3% | -35.8% |
| 3M | -42.7% | -25.6% | -17.0% | -36.7% |
| 6M | -53.1% | +0.5% | -53.6% | -54.0% |
| YTD | -32.1% | -23.1% | -9.0% | -28.5% |
| 1Y | -20.1% | -7.5% | -12.5% | -21.8% |
| All | +148.1% | +15.2% | +132.8% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling