+194.0%
GGLL vs SM
-22.1%
+216.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | +5.1% | -19.5% | +24.6% | +7.0% |
| 30D | -35.5% | -20.2% | -15.3% | -34.3% |
| 3M | -39.2% | -6.5% | -32.6% | -39.4% |
| 6M | -54.4% | +1.6% | -55.9% | -55.6% |
| YTD | -29.8% | +61.2% | -91.1% | -39.6% |
| 1Y | -20.4% | +65.4% | -85.8% | -32.2% |
| 3Y | +149.7% | -13.0% | +162.8% | +133.3% |
| All | +194.0% | -22.1% | +216.1% | +189.8% |
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