+76.2%
GGLL vs SSNC
-3.0%
+79.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.9% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | -13.7% | +6.0% | -19.7% | -15.5% |
| 3M | -21.9% | +21.0% | -42.8% | -26.0% |
| 6M | +11.7% | +12.1% | -0.4% | +7.7% |
| YTD | +2.3% | -3.2% | +5.5% | +2.9% |
| 1Y | +76.2% | -4.4% | +80.5% | +73.2% |
| All | +76.2% | -3.0% | +79.2% | +73.2% |
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