+76.2%
GGLL vs SARO
-7.4%
+83.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.6% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | -13.7% | -20.0% | +6.3% | -4.2% |
| 3M | -21.9% | -2.9% | -19.0% | -20.9% |
| 6M | +11.7% | -17.7% | +29.3% | +19.6% |
| YTD | +2.3% | -13.5% | +15.8% | +6.4% |
| 1Y | +76.2% | -9.7% | +85.9% | +74.9% |
| All | +76.2% | -7.4% | +83.6% | +74.9% |
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