+158.3%
GGLL vs ALM
+907.8%
-749.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +2.1% |
| 7D | +6.3% | +0.7% | +5.6% | +6.3% |
| 30D | -35.1% | -26.1% | -9.0% | -34.2% |
| 3M | -37.7% | -38.1% | +0.4% | -36.5% |
| 6M | -54.1% | -55.4% | +1.3% | -52.8% |
| YTD | -29.4% | -0.4% | -29.0% | -28.6% |
| 1Y | -13.4% | +25.4% | -38.8% | -13.0% |
| 3Y | +158.3% | +907.8% | -749.4% | +161.7% |
| All | +158.3% | +907.8% | -749.4% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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