+76.2%
GGLL vs SM
+37.6%
+38.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -3.0% |
| 7D | -4.8% | +0.1% | -4.9% | -4.7% |
| 30D | -13.7% | +26.3% | -40.0% | -8.0% |
| 3M | -21.9% | +8.7% | -30.5% | -19.1% |
| 6M | +11.7% | +51.7% | -40.0% | +23.1% |
| YTD | +2.3% | +99.0% | -96.8% | +15.3% |
| 1Y | +76.2% | +34.6% | +41.6% | +92.0% |
| All | +76.2% | +37.6% | +38.6% | +92.0% |
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