-12.2%
GGLL vs SM
+70.4%
-82.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -15.3% | +21.8% | +1.8% |
| 7D | -23.1% | -21.5% | -1.6% | -28.1% |
| 30D | -32.9% | -11.4% | -21.5% | -34.7% |
| 3M | -44.9% | +0.6% | -45.5% | -43.9% |
| 6M | -49.5% | +0.2% | -49.8% | -47.4% |
| YTD | -28.9% | +69.7% | -98.6% | -18.7% |
| 1Y | -12.2% | +71.6% | -83.8% | +3.7% |
| All | -12.2% | +70.4% | -82.6% | +3.7% |
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