-53.1%
GGLL vs SPY
+2.1%
-55.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | +6.1% |
| 7D | -1.3% | -4.7% | +3.4% | +10.7% |
| 30D | -36.3% | -5.9% | -30.3% | -25.6% |
| 3M | -42.7% | -4.5% | -38.1% | -35.4% |
| 6M | -53.1% | +1.8% | -54.9% | -55.4% |
| All | -53.1% | +2.1% | -55.1% | -55.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling