+328.7%
GGLL vs ALM
+1,346.1%
-1,017.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.3% |
| 7D | -4.8% | -2.6% | -2.2% | -4.7% |
| 30D | -13.7% | +32.0% | -45.7% | -14.8% |
| 3M | -21.9% | -15.0% | -6.8% | -21.7% |
| 6M | +11.7% | -10.1% | +21.8% | +11.1% |
| YTD | +2.3% | +99.4% | -97.2% | +0.2% |
| 1Y | +76.2% | +316.4% | -240.2% | +69.0% |
| 3Y | +245.0% | +2,022.0% | -1,777.0% | +221.6% |
| All | +328.7% | +1,346.1% | -1,017.4% | +298.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling