-8.5%
GGLL vs SFM
-36.8%
+28.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -2.6% |
| 7D | +7.7% | +6.0% | +1.6% | +5.5% |
| 30D | -30.2% | -19.5% | -10.8% | -24.6% |
| 3M | -31.3% | -37.0% | +5.8% | -23.0% |
| 6M | -52.1% | -41.0% | -11.1% | -45.7% |
| YTD | -25.9% | -34.6% | +8.8% | -17.8% |
| 1Y | -8.5% | -36.3% | +27.8% | +1.7% |
| All | -8.5% | -36.8% | +28.3% | +1.7% |
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