-54.6%
GGLL vs SFM
-37.6%
-17.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +3.3% |
| 7D | +3.1% | -1.2% | +4.3% | +3.1% |
| 30D | -36.3% | -24.8% | -11.6% | -28.7% |
| 3M | -40.4% | -43.7% | +3.3% | -31.6% |
| 6M | -54.6% | -37.3% | -17.4% | -49.6% |
| All | -54.6% | -37.6% | -17.0% | -49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling