+195.8%
GGLL vs SSNC
+50.5%
+145.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.3% |
| 7D | +6.3% | -4.5% | +10.8% | +9.3% |
| 30D | -35.1% | -3.9% | -31.2% | -34.0% |
| 3M | -37.7% | -1.3% | -36.3% | -37.7% |
| 6M | -54.1% | +14.1% | -68.2% | -58.4% |
| YTD | -29.4% | -9.9% | -19.5% | -25.3% |
| 1Y | -13.4% | -6.2% | -7.2% | -11.0% |
| 3Y | +158.3% | +56.1% | +102.2% | +74.4% |
| All | +195.8% | +50.5% | +145.3% | +100.6% |
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