+4.3%
GGLL vs SUNB
+1.6%
+2.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.9% | -10.4% | -5.9% |
| 7D | -3.9% | +9.4% | -13.3% | -6.2% |
| 30D | -15.4% | -6.9% | -8.5% | -13.7% |
| 3M | -21.9% | -11.3% | -10.6% | -17.8% |
| 6M | +4.5% | -1.8% | +6.3% | +0.5% |
| All | +4.3% | +1.6% | +2.6% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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