+148.1%
GGLL vs FIVE
+35.4%
+112.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.6% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | -36.3% | +14.9% | -51.2% | -38.3% |
| 3M | -42.7% | +7.6% | -50.3% | -43.9% |
| 6M | -53.1% | +6.4% | -59.5% | -54.2% |
| YTD | -32.1% | +28.1% | -60.2% | -36.7% |
| 1Y | -20.1% | +54.7% | -74.8% | -28.9% |
| All | +148.1% | +35.4% | +112.7% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling