-21.1%
GGLL vs SSNC
-5.6%
-15.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +5.1% | -2.5% | +7.6% | +6.0% |
| 30D | -35.5% | -2.7% | -32.8% | -35.2% |
| 3M | -39.2% | -0.8% | -38.3% | -39.4% |
| 6M | -54.4% | +15.5% | -69.9% | -56.3% |
| YTD | -29.8% | -8.8% | -21.0% | -27.5% |
| All | -21.1% | -5.6% | -15.5% | -20.7% |
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