-12.2%
GGLL vs SPY
+14.6%
-26.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.9% | +1.8% |
| 7D | -23.1% | -0.7% | -22.4% | -21.2% |
| 30D | -32.9% | -1.0% | -31.9% | -30.4% |
| 3M | -44.9% | -0.3% | -44.5% | -43.8% |
| 6M | -49.5% | +7.3% | -56.9% | -57.9% |
| YTD | -28.9% | +13.3% | -42.2% | -49.0% |
| 1Y | -12.2% | +14.8% | -27.0% | -39.2% |
| All | -12.2% | +14.6% | -26.8% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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