+63.9%
GGLL vs SNY
-4.5%
+68.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -0.3% | -3.3% | +3.0% | +1.0% |
| 30D | -4.0% | -2.2% | -1.8% | -3.1% |
| 3M | -15.5% | -3.0% | -12.5% | -14.4% |
| 6M | +7.6% | +2.7% | +4.9% | +7.9% |
| YTD | +2.0% | -6.8% | +8.8% | +4.1% |
| 1Y | +63.9% | -5.3% | +69.2% | +66.2% |
| All | +63.9% | -4.5% | +68.4% | +66.2% |
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