+328.4%
GGLL vs SSNC
+55.5%
+272.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +2.4% |
| 7D | +1.9% | -1.8% | +3.6% | +3.0% |
| 30D | -9.7% | +1.9% | -11.6% | -10.9% |
| 3M | -18.0% | +18.4% | -36.4% | -26.8% |
| 6M | +15.3% | +7.0% | +8.3% | +10.2% |
| YTD | +2.2% | -6.9% | +9.1% | +6.9% |
| 1Y | +73.1% | -8.2% | +81.2% | +82.2% |
| 3Y | +242.7% | +50.5% | +192.2% | +142.9% |
| All | +328.4% | +55.5% | +272.9% | +187.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling