-17.7%
GGLL vs SFM
-36.1%
+18.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.1% |
| 7D | +2.9% | -7.1% | +10.0% | +5.4% |
| 30D | -33.1% | -21.4% | -11.7% | -27.3% |
| 3M | -31.2% | -40.1% | +8.9% | -22.4% |
| 6M | -49.4% | -38.0% | -11.3% | -43.2% |
| YTD | -26.8% | -36.5% | +9.7% | -19.2% |
| 1Y | -17.7% | -35.2% | +17.5% | -8.2% |
| All | -17.7% | -36.1% | +18.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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