+210.8%
GGLL vs FDS
-20.5%
+231.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +7.7% | +1.5% | +6.2% | +7.3% |
| 30D | -30.2% | +14.8% | -45.0% | -32.8% |
| 3M | -31.3% | +16.3% | -47.5% | -34.2% |
| 6M | -52.1% | +66.2% | -118.3% | -58.9% |
| YTD | -25.9% | +16.2% | -42.1% | -28.3% |
| 1Y | -8.5% | +21.8% | -30.3% | -13.9% |
| 3Y | +165.5% | -23.9% | +189.4% | +218.4% |
| All | +210.8% | -20.5% | +231.2% | +255.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling