-8.5%
GGLL vs SARO
+5.2%
-13.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +7.7% | +0.4% | +7.3% | +7.5% |
| 30D | -30.2% | +40.3% | -70.5% | -38.1% |
| 3M | -31.3% | +2.2% | -33.5% | -29.4% |
| 6M | -52.1% | +3.7% | -55.8% | -51.2% |
| YTD | -25.9% | -3.3% | -22.5% | -25.1% |
| 1Y | -8.5% | +8.4% | -16.9% | -12.9% |
| All | -8.5% | +5.2% | -13.7% | -12.9% |
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