+151.2%
GGLL vs SFM
+19.5%
+131.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | +5.1% | -6.9% | +12.0% | +6.7% |
| 30D | -35.5% | -25.0% | -10.5% | -31.3% |
| 3M | -39.2% | -42.7% | +3.6% | -33.0% |
| 6M | -54.4% | -41.0% | -13.4% | -50.1% |
| YTD | -29.8% | -38.7% | +8.8% | -24.0% |
| 1Y | -20.4% | -38.1% | +17.7% | -14.0% |
| All | +151.2% | +19.5% | +131.7% | +195.5% |
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 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