+11.7%
GGLL vs SUNB
-4.7%
+16.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.3% | -3.4% |
| 7D | -4.8% | -6.3% | +1.5% | -3.0% |
| 30D | -13.7% | -14.2% | +0.5% | -10.1% |
| 3M | -21.9% | -14.7% | -7.1% | -17.3% |
| 6M | +11.7% | -7.9% | +19.6% | +10.8% |
| All | +11.7% | -4.7% | +16.4% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling