-19.2%
GGLL vs FDS
+29.3%
-48.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.7% | +5.1% | +1.4% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -36.3% | +20.2% | -56.5% | -36.7% |
| 3M | -40.4% | +19.9% | -60.2% | -40.7% |
| 6M | -54.6% | +56.2% | -110.8% | -54.3% |
| YTD | -31.1% | +14.6% | -45.7% | -32.8% |
| 1Y | -19.2% | +31.6% | -50.8% | -11.7% |
| All | -19.2% | +29.3% | -48.5% | -11.7% |
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