+328.7%
GGLL vs SPY
+108.1%
+220.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.5% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -13.7% | +0.1% | -13.7% | -13.7% |
| 3M | -21.9% | +2.0% | -23.8% | -24.3% |
| 6M | +11.7% | +13.0% | -1.4% | -11.4% |
| YTD | +2.3% | +13.5% | -11.3% | -19.8% |
| 1Y | +76.2% | +20.0% | +56.2% | +24.8% |
| 3Y | +245.0% | +77.2% | +167.8% | +19.2% |
| All | +328.7% | +108.1% | +220.6% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling