+188.6%
GGLL vs SFM
+67.6%
+121.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.8% | +6.2% | +2.5% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | -36.3% | -24.8% | -11.6% | -32.0% |
| 3M | -40.4% | -43.7% | +3.3% | -33.5% |
| 6M | -54.6% | -37.3% | -17.4% | -50.5% |
| YTD | -31.1% | -38.4% | +7.2% | -25.0% |
| 1Y | -19.2% | -36.9% | +17.7% | -12.5% |
| 3Y | +151.5% | +20.7% | +130.9% | +129.9% |
| All | +188.6% | +67.6% | +121.0% | +144.5% |
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 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