+188.6%
GGLL vs SM
-21.1%
+209.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +3.1% | -25.9% | +29.0% | +5.9% |
| 30D | -36.3% | -15.1% | -21.2% | -35.6% |
| 3M | -40.4% | +4.9% | -45.2% | -41.5% |
| 6M | -54.6% | +6.1% | -60.8% | -56.1% |
| YTD | -31.1% | +63.4% | -94.6% | -40.8% |
| 1Y | -19.2% | +72.5% | -91.7% | -31.7% |
| 3Y | +151.5% | -16.9% | +168.4% | +137.4% |
| All | +188.6% | -21.1% | +209.7% | +184.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling