-6.5%
GGLL vs FGI
+57.4%
-63.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.6% | +3.4% |
| 7D | +11.5% | +13.5% | -2.0% | +11.3% |
| 30D | -31.2% | +17.1% | -48.3% | -31.4% |
| 3M | -28.7% | +78.0% | -106.7% | -30.8% |
| 6M | -47.2% | +46.4% | -93.6% | -48.6% |
| YTD | -24.3% | +47.7% | -72.0% | -29.3% |
| All | -6.5% | +57.4% | -63.9% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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