+188.6%
GGLL vs FGI
-38.5%
+227.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +3.1% | -7.0% | +10.1% | +3.1% |
| 30D | -36.3% | -4.2% | -32.1% | -36.3% |
| 3M | -40.4% | +55.6% | -96.0% | -40.7% |
| 6M | -54.6% | -3.2% | -51.5% | -54.9% |
| YTD | -31.1% | +29.1% | -60.3% | -31.8% |
| 1Y | -19.2% | +51.0% | -70.2% | -19.5% |
| 3Y | +151.5% | +1.5% | +150.0% | +164.8% |
| All | +188.6% | -38.5% | +227.2% | +181.3% |
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