-12.2%
GGLL vs SSNC
-3.9%
-8.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +7.1% |
| 7D | -23.1% | -1.1% | -22.0% | -22.9% |
| 30D | -32.9% | +0.6% | -33.5% | -33.5% |
| 3M | -44.9% | -1.5% | -43.4% | -44.9% |
| 6M | -49.5% | +15.8% | -65.3% | -51.7% |
| YTD | -28.9% | -8.0% | -20.9% | -25.9% |
| 1Y | -12.2% | -5.8% | -6.4% | -10.3% |
| All | -12.2% | -3.9% | -8.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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