+210.8%
GGLL vs ALM
+576.5%
-365.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.5% |
| 7D | +7.7% | +1.2% | +6.4% | +7.6% |
| 30D | -30.2% | -19.3% | -10.9% | -29.6% |
| 3M | -31.3% | -40.6% | +9.4% | -30.0% |
| 6M | -52.1% | -57.9% | +5.8% | -50.7% |
| YTD | -25.9% | -6.7% | -19.2% | -25.2% |
| 1Y | -8.5% | +20.2% | -28.6% | -8.4% |
| 3Y | +165.5% | +879.4% | -713.9% | +155.3% |
| All | +210.8% | +576.5% | -365.8% | +197.5% |
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