+328.7%
GGLL vs SSNC
+61.6%
+267.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.6% |
| 7D | -4.8% | +0.6% | -5.4% | -5.1% |
| 30D | -13.7% | +6.0% | -19.7% | -16.9% |
| 3M | -21.9% | +21.0% | -42.8% | -31.1% |
| 6M | +11.7% | +12.1% | -0.4% | +3.6% |
| YTD | +2.3% | -3.2% | +5.5% | +4.4% |
| 1Y | +76.2% | -4.4% | +80.5% | +80.7% |
| 3Y | +245.0% | +51.6% | +193.4% | +145.1% |
| All | +328.7% | +61.6% | +267.0% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling