+244.6%
GGLL vs ALK
+2.1%
+242.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.5% |
| 30D | -13.7% | -19.2% | +5.5% | -7.0% |
| 3M | -21.9% | -1.5% | -20.3% | -22.3% |
| 6M | +11.7% | -13.1% | +24.7% | +14.6% |
| YTD | +2.3% | -16.4% | +18.7% | +5.1% |
| 1Y | +76.2% | -33.1% | +109.2% | +95.2% |
| All | +244.6% | +2.1% | +242.5% | +220.6% |
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