-12.2%
GGLL vs FLR
+2.5%
-14.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.7% |
| 7D | -23.1% | +1.4% | -24.5% | -23.4% |
| 30D | -32.9% | -5.9% | -27.0% | -32.2% |
| 3M | -44.9% | -7.6% | -37.3% | -44.4% |
| 6M | -49.5% | -9.3% | -40.2% | -49.3% |
| YTD | -28.9% | +20.1% | -49.0% | -36.4% |
| 1Y | -12.2% | +3.0% | -15.2% | -15.6% |
| All | -12.2% | +2.5% | -14.7% | -15.6% |
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