+328.7%
GGLL vs FLR
+120.0%
+208.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.5% |
| 3M | -21.9% | +11.4% | -33.3% | -26.1% |
| 6M | +11.7% | +16.6% | -5.0% | +2.9% |
| YTD | +2.3% | +41.7% | -39.4% | -12.5% |
| 1Y | +76.2% | +35.4% | +40.8% | +52.3% |
| 3Y | +245.0% | +57.3% | +187.7% | +166.7% |
| All | +328.7% | +120.0% | +208.7% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling