+184.3%
GGLL vs SARO
-20.0%
+204.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.7% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | -13.7% | -20.0% | +6.3% | -3.7% |
| 3M | -21.9% | -2.9% | -19.0% | -21.0% |
| 6M | +11.7% | -17.7% | +29.3% | +21.5% |
| YTD | +2.3% | -13.5% | +15.8% | +7.9% |
| 1Y | +76.2% | -9.7% | +85.9% | +80.6% |
| All | +184.3% | -20.0% | +204.2% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling