-19.9%
GGLL vs FDS
+26.9%
-46.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.5% |
| 7D | +6.3% | -5.0% | +11.3% | +6.3% |
| 30D | -35.1% | +13.8% | -48.9% | -35.4% |
| 3M | -37.7% | +14.8% | -52.5% | -38.0% |
| 6M | -54.1% | +47.4% | -101.5% | -53.8% |
| YTD | -29.4% | +14.2% | -43.6% | -30.7% |
| All | -19.9% | +26.9% | -46.9% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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