+210.8%
GGLL vs SSNC
+53.6%
+157.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +7.7% | +2.3% | +5.4% | +6.2% |
| 30D | -30.2% | -3.1% | -27.1% | -29.3% |
| 3M | -31.3% | -2.7% | -28.5% | -30.6% |
| 6M | -52.1% | +23.7% | -75.8% | -58.9% |
| YTD | -25.9% | -8.0% | -17.8% | -22.5% |
| 1Y | -8.5% | -4.7% | -3.8% | -6.9% |
| 3Y | +165.5% | +58.0% | +107.6% | +78.2% |
| All | +210.8% | +53.6% | +157.1% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling