+76.2%
GGLL vs SM
+36.8%
+39.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -3.2% |
| 7D | -4.8% | -0.5% | -4.3% | -4.9% |
| 30D | -13.7% | +25.6% | -39.3% | -8.1% |
| 3M | -21.9% | +8.0% | -29.9% | -19.2% |
| 6M | +11.7% | +50.8% | -39.1% | +22.9% |
| YTD | +2.3% | +97.9% | -95.6% | +15.1% |
| 1Y | +76.2% | +33.8% | +42.4% | +91.7% |
| All | +76.2% | +36.8% | +39.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling