+188.6%
GGLL vs IBN
+59.6%
+129.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.7% |
| 7D | +3.1% | +15.1% | -12.0% | -4.2% |
| 30D | -36.3% | +21.6% | -58.0% | -42.9% |
| 3M | -40.4% | +11.2% | -51.5% | -43.8% |
| 6M | -54.6% | +27.8% | -82.4% | -60.6% |
| YTD | -31.1% | +14.7% | -45.8% | -36.8% |
| 1Y | -19.2% | +14.4% | -33.6% | -25.8% |
| 3Y | +151.5% | +52.1% | +99.4% | +83.1% |
| All | +188.6% | +59.6% | +129.0% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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