-19.2%
GGLL vs FIVE
+55.9%
-75.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.2% |
| 30D | -36.3% | +17.7% | -54.0% | -37.8% |
| 3M | -40.4% | +4.0% | -44.3% | -40.5% |
| 6M | -54.6% | +2.6% | -57.2% | -53.4% |
| YTD | -31.1% | +27.6% | -58.7% | -35.6% |
| 1Y | -19.2% | +59.9% | -79.1% | -36.0% |
| All | -19.2% | +55.9% | -75.0% | -36.0% |
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