-12.0%
GGLL vs SSNC
-5.7%
-6.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +11.5% | +1.4% | +10.2% | +11.0% |
| 30D | -31.2% | -2.6% | -28.6% | -31.0% |
| 3M | -28.7% | -0.6% | -28.1% | -28.9% |
| 6M | -47.2% | +19.9% | -67.1% | -50.3% |
| YTD | -24.3% | -8.2% | -16.1% | -21.7% |
| 1Y | -12.0% | -5.5% | -6.4% | -11.0% |
| All | -12.0% | -5.7% | -6.3% | -11.0% |
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