+151.5%
GGLL vs FLR
+27.4%
+124.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.3% |
| 7D | +3.1% | -0.8% | +3.9% | +3.3% |
| 30D | -36.3% | -9.1% | -27.2% | -34.5% |
| 3M | -40.4% | -4.7% | -35.7% | -40.5% |
| 6M | -54.6% | -14.2% | -40.4% | -53.8% |
| YTD | -31.1% | +17.3% | -48.4% | -38.2% |
| 1Y | -19.2% | +4.3% | -23.5% | -24.2% |
| 3Y | +151.5% | +30.7% | +120.8% | +105.3% |
| All | +151.5% | +27.4% | +124.1% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling