+244.6%
GGLL vs SFM
+108.0%
+136.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.7% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -13.7% | -4.4% | -9.3% | -13.3% |
| 3M | -21.9% | +1.5% | -23.4% | -22.3% |
| 6M | +11.7% | +6.5% | +5.2% | +9.9% |
| YTD | +2.3% | +2.2% | +0.1% | +1.1% |
| 1Y | +76.2% | -41.9% | +118.1% | +89.3% |
| All | +244.6% | +108.0% | +136.6% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling