+110.5%
GGLL vs SARO
-11.1%
+121.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +5.1% |
| 7D | +11.5% | +8.9% | +2.6% | +7.6% |
| 30D | -31.2% | +38.6% | -69.9% | -41.0% |
| 3M | -28.7% | +0.6% | -29.3% | -28.6% |
| 6M | -47.2% | +2.9% | -50.1% | -47.9% |
| YTD | -24.3% | -3.9% | -20.4% | -23.8% |
| 1Y | -12.0% | +4.6% | -16.5% | -15.3% |
| All | +110.5% | -11.1% | +121.6% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling