+194.0%
GGLL vs ALM
+570.0%
-375.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.2% | +6.6% | -0.3% |
| 7D | +5.1% | -6.3% | +11.4% | +5.4% |
| 30D | -35.5% | -31.4% | -4.1% | -34.5% |
| 3M | -39.2% | -40.6% | +1.4% | -38.0% |
| 6M | -54.4% | -58.6% | +4.3% | -53.0% |
| YTD | -29.8% | -7.6% | -22.2% | -29.2% |
| 1Y | -20.4% | +13.8% | -34.3% | -20.2% |
| 3Y | +149.7% | +842.1% | -692.4% | +140.5% |
| All | +194.0% | +570.0% | -375.9% | +181.7% |
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 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