+188.6%
GGLL vs EXEL
+299.8%
-111.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +3.1% | +0.3% | +2.8% | +3.1% |
| 30D | -36.3% | +19.0% | -55.4% | -38.9% |
| 3M | -40.4% | +33.3% | -73.6% | -44.4% |
| 6M | -54.6% | +42.9% | -97.5% | -58.7% |
| YTD | -31.1% | +58.7% | -89.9% | -39.2% |
| 1Y | -19.2% | +70.5% | -89.7% | -29.8% |
| 3Y | +151.5% | +233.8% | -82.3% | +75.1% |
| All | +188.6% | +299.8% | -111.2% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling