+327.4%
GGLL vs SNY
+27.7%
+299.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -0.3% | -3.3% | +3.0% | +0.4% |
| 30D | -4.0% | -2.2% | -1.8% | -3.5% |
| 3M | -15.5% | -3.0% | -12.5% | -15.0% |
| 6M | +7.6% | +2.7% | +4.9% | +7.4% |
| YTD | +2.0% | -6.8% | +8.8% | +3.1% |
| 1Y | +63.9% | -5.3% | +69.2% | +65.2% |
| 3Y | +239.7% | -9.8% | +249.4% | +243.5% |
| All | +327.4% | +27.7% | +299.7% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling