+76.2%
GGLL vs FLR
+31.2%
+45.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -4.8% | +5.4% | -10.2% | -5.8% |
| 30D | -13.7% | +11.4% | -25.1% | -16.2% |
| 3M | -21.9% | +11.4% | -33.3% | -24.8% |
| 6M | +11.7% | +16.6% | -5.0% | +3.9% |
| YTD | +2.3% | +41.7% | -39.4% | -11.3% |
| 1Y | +76.2% | +35.4% | +40.8% | +48.7% |
| All | +76.2% | +31.2% | +45.0% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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