-19.9%
GGLL vs SFM
-37.1%
+17.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | +6.3% | -10.2% | +16.6% | +10.1% |
| 30D | -35.1% | -23.9% | -11.2% | -28.8% |
| 3M | -37.7% | -42.3% | +4.6% | -29.1% |
| 6M | -54.1% | -40.1% | -14.0% | -48.1% |
| YTD | -29.4% | -37.8% | +8.3% | -21.6% |
| All | -19.9% | -37.1% | +17.1% | -10.5% |
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