-20.4%
GGLL vs FIVE
+63.0%
-83.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +5.1% | +7.3% | -2.2% | +4.3% |
| 30D | -35.5% | +18.1% | -53.5% | -36.9% |
| 3M | -39.2% | +7.7% | -46.9% | -39.5% |
| 6M | -54.4% | +13.6% | -68.0% | -54.5% |
| YTD | -29.8% | +34.6% | -64.4% | -35.3% |
| 1Y | -20.4% | +66.2% | -86.7% | -38.4% |
| All | -20.4% | +63.0% | -83.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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