+328.7%
GGLL vs ALK
-4.4%
+333.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -21.9% | -1.5% | -20.3% | -22.3% |
| 6M | +11.7% | -13.1% | +24.7% | +14.9% |
| YTD | +2.3% | -16.4% | +18.7% | +5.4% |
| 1Y | +76.2% | -33.1% | +109.2% | +96.0% |
| 3Y | +245.0% | +0.6% | +244.4% | +217.7% |
| All | +328.7% | -4.4% | +333.1% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling