+76.2%
GGLL vs SNY
+2.0%
+74.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.3% |
| 30D | -13.7% | +3.4% | -17.1% | -14.8% |
| 3M | -21.9% | -0.3% | -21.5% | -21.6% |
| 6M | +11.7% | +1.0% | +10.6% | +11.5% |
| YTD | +2.3% | -3.6% | +5.9% | +3.1% |
| 1Y | +76.2% | +3.0% | +73.2% | +72.2% |
| All | +76.2% | +2.0% | +74.1% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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