+328.7%
GGLL vs FDS
-27.8%
+356.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.4% |
| 7D | -4.8% | -1.9% | -2.9% | -4.3% |
| 30D | -13.7% | +9.0% | -22.7% | -15.7% |
| 3M | -21.9% | +18.9% | -40.7% | -25.5% |
| 6M | +11.7% | +35.1% | -23.5% | +1.3% |
| YTD | +2.3% | +5.5% | -3.2% | +1.9% |
| 1Y | +76.2% | -16.8% | +93.0% | +97.3% |
| 3Y | +245.0% | -28.1% | +273.1% | +314.2% |
| All | +328.7% | -27.8% | +356.5% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling