-12.2%
GGLL vs URA
-32.2%
+20.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.9% |
| 7D | -23.1% | -10.5% | -12.6% | -19.7% |
| 30D | -32.9% | -18.6% | -14.3% | -27.8% |
| 3M | -44.9% | -23.0% | -21.8% | -40.1% |
| 6M | -49.5% | -40.3% | -9.2% | -40.0% |
| YTD | -28.9% | -23.5% | -5.4% | -26.0% |
| 1Y | -12.2% | -31.1% | +18.9% | -3.6% |
| All | -12.2% | -32.2% | +20.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling