+328.7%
GGLL vs SFM
+177.9%
+150.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.8% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -13.7% | -4.4% | -9.3% | -13.2% |
| 3M | -21.9% | +1.5% | -23.4% | -22.4% |
| 6M | +11.7% | +6.5% | +5.2% | +9.6% |
| YTD | +2.3% | +2.2% | +0.1% | +0.9% |
| 1Y | +76.2% | -41.9% | +118.1% | +91.5% |
| 3Y | +245.0% | +106.8% | +138.2% | +182.2% |
| All | +328.7% | +177.9% | +150.8% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling