-12.2%
GGLL vs EXEL
+92.4%
-104.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.4% |
| 7D | -23.1% | +9.8% | -32.9% | -24.9% |
| 30D | -32.9% | +23.6% | -56.5% | -36.5% |
| 3M | -44.9% | +29.9% | -74.8% | -48.7% |
| 6M | -49.5% | +64.7% | -114.2% | -57.6% |
| YTD | -28.9% | +66.0% | -94.9% | -41.2% |
| 1Y | -12.2% | +92.0% | -104.1% | -34.3% |
| All | -12.2% | +92.4% | -104.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling