-21.1%
GGLL vs URA
-27.8%
+6.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.7% |
| 7D | +5.1% | +0.3% | +4.8% | +4.9% |
| 30D | -35.5% | -14.8% | -20.7% | -31.6% |
| 3M | -39.2% | -25.3% | -13.8% | -33.1% |
| 6M | -54.4% | -39.9% | -14.4% | -45.7% |
| YTD | -29.8% | -22.4% | -7.4% | -28.0% |
| All | -21.1% | -27.8% | +6.7% | -17.3% |
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