+184.7%
GGLL vs FGI
-38.1%
+222.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | -1.3% | -11.6% | +10.3% | -1.3% |
| 30D | -36.3% | -3.3% | -33.0% | -36.2% |
| 3M | -42.7% | +65.6% | -108.3% | -43.0% |
| 6M | -53.1% | -2.8% | -50.3% | -53.3% |
| YTD | -32.1% | +30.1% | -62.2% | -32.7% |
| 1Y | -20.1% | +50.2% | -70.2% | -20.4% |
| 3Y | +151.7% | -0.4% | +152.1% | +165.2% |
| All | +184.7% | -38.1% | +222.7% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling