-12.2%
GGLL vs SARO
-7.8%
-4.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +6.0% |
| 7D | -23.1% | +15.8% | -38.9% | -26.9% |
| 30D | -32.9% | +22.2% | -55.1% | -37.9% |
| 3M | -44.9% | -16.2% | -28.7% | -38.4% |
| 6M | -49.5% | +4.6% | -54.1% | -50.1% |
| YTD | -28.9% | -10.4% | -18.5% | -26.9% |
| 1Y | -12.2% | -6.5% | -5.7% | -12.2% |
| All | -12.2% | -7.8% | -4.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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