+244.6%
GGLL vs FLR
+58.4%
+186.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | -4.8% | +5.4% | -10.2% | -6.4% |
| 30D | -13.7% | +11.4% | -25.1% | -17.6% |
| 3M | -21.9% | +11.4% | -33.3% | -26.2% |
| 6M | +11.7% | +16.6% | -5.0% | +2.5% |
| YTD | +2.3% | +41.7% | -39.4% | -13.2% |
| 1Y | +76.2% | +35.4% | +40.8% | +51.0% |
| All | +244.6% | +58.4% | +186.1% | +159.7% |
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 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