+148.1%
GGLL vs EXR
+70.9%
+77.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | -1.3% | +6.8% | -8.1% | -2.2% |
| 30D | -36.3% | +19.6% | -55.8% | -38.2% |
| 3M | -42.7% | +8.0% | -50.7% | -43.4% |
| 6M | -53.1% | +17.2% | -70.2% | -54.4% |
| YTD | -32.1% | +27.2% | -59.3% | -34.7% |
| 1Y | -20.1% | +26.1% | -46.1% | -23.2% |
| All | +148.1% | +70.9% | +77.2% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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