+328.7%
GGLL vs EXEL
+239.1%
+89.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -4.8% | +8.4% | -13.1% | -6.6% |
| 30D | -13.7% | +4.1% | -17.8% | -14.6% |
| 3M | -21.9% | +12.4% | -34.3% | -24.5% |
| 6M | +11.7% | +41.5% | -29.9% | +1.7% |
| YTD | +2.3% | +34.6% | -32.4% | -6.0% |
| 1Y | +76.2% | +57.9% | +18.3% | +55.3% |
| 3Y | +245.0% | +159.5% | +85.5% | +160.4% |
| All | +328.7% | +239.1% | +89.5% | +188.4% |
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