+151.5%
GGLL vs SSNC
+54.4%
+97.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.8% |
| 7D | +3.1% | -3.3% | +6.4% | +4.8% |
| 30D | -36.3% | -1.3% | -35.1% | -36.4% |
| 3M | -40.4% | -2.3% | -38.0% | -40.1% |
| 6M | -54.6% | +12.6% | -67.3% | -57.7% |
| YTD | -31.1% | -10.1% | -21.0% | -27.2% |
| 1Y | -19.2% | -6.6% | -12.6% | -16.7% |
| 3Y | +151.5% | +54.0% | +97.6% | +122.3% |
| All | +151.5% | +54.4% | +97.1% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling