+148.1%
GGLL vs SM
-20.8%
+168.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.6% | +0.1% | -4.2% |
| 7D | -1.3% | -25.1% | +23.8% | +0.2% |
| 30D | -36.3% | -15.6% | -20.7% | -35.9% |
| 3M | -42.7% | +2.7% | -45.4% | -43.5% |
| 6M | -53.1% | -3.8% | -49.2% | -53.8% |
| YTD | -32.1% | +61.8% | -93.9% | -41.7% |
| 1Y | -20.1% | +71.4% | -91.4% | -32.7% |
| All | +148.1% | -20.8% | +168.9% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling