+148.1%
GGLL vs URA
+30.2%
+117.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.3% | +0.8% | -2.2% |
| 7D | -1.3% | -13.3% | +12.0% | +5.0% |
| 30D | -36.3% | -25.9% | -10.4% | -27.3% |
| 3M | -42.7% | -27.8% | -14.9% | -34.6% |
| 6M | -53.1% | -42.8% | -10.2% | -41.3% |
| YTD | -32.1% | -27.5% | -4.6% | -25.7% |
| 1Y | -20.1% | -35.1% | +15.1% | -8.2% |
| All | +148.1% | +30.2% | +117.8% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling