+162.0%
GGLL vs EXEL
+238.6%
-76.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +2.9% | -2.8% | +5.7% | +3.5% |
| 30D | -33.1% | +18.2% | -51.3% | -35.3% |
| 3M | -31.2% | +37.7% | -68.9% | -35.5% |
| 6M | -49.4% | +42.2% | -91.6% | -53.1% |
| YTD | -26.8% | +61.3% | -88.1% | -34.3% |
| 1Y | -17.7% | +64.5% | -82.2% | -26.3% |
| All | +162.0% | +238.6% | -76.6% | +128.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling