+217.5%
GGLL vs SSNC
+53.4%
+164.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +11.5% | +1.4% | +10.2% | +10.6% |
| 30D | -31.2% | -2.6% | -28.6% | -30.6% |
| 3M | -28.7% | -0.6% | -28.1% | -29.0% |
| 6M | -47.2% | +19.9% | -67.1% | -53.8% |
| YTD | -24.3% | -8.2% | -16.1% | -20.7% |
| 1Y | -12.0% | -5.5% | -6.4% | -9.9% |
| 3Y | +169.6% | +56.8% | +112.9% | +82.1% |
| All | +217.5% | +53.4% | +164.1% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling