-12.2%
GGLL vs SNY
+2.7%
-14.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.8% | +5.4% |
| 7D | -23.1% | +12.4% | -35.5% | -25.2% |
| 30D | -32.9% | +20.1% | -53.0% | -36.4% |
| 3M | -44.9% | +11.2% | -56.1% | -45.8% |
| 6M | -49.5% | +9.5% | -59.0% | -49.9% |
| YTD | -28.9% | +3.4% | -32.3% | -29.1% |
| 1Y | -12.2% | +2.0% | -14.2% | -11.1% |
| All | -12.2% | +2.7% | -14.9% | -11.1% |
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