-19.9%
GGLL vs FLR
+6.9%
-26.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.3% | -5.8% | +0.9% |
| 7D | +6.3% | +8.5% | -2.2% | +4.6% |
| 30D | -35.1% | -0.7% | -34.4% | -35.1% |
| 3M | -37.7% | -11.7% | -26.0% | -36.4% |
| 6M | -54.1% | +16.2% | -70.3% | -57.8% |
| YTD | -29.4% | +27.0% | -56.4% | -38.8% |
| All | -19.9% | +6.9% | -26.8% | -24.3% |
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