+328.7%
GGLL vs URA
+131.5%
+197.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -4.8% | +1.1% | -5.9% | -5.2% |
| 30D | -13.7% | +7.4% | -21.1% | -16.9% |
| 3M | -21.9% | -8.4% | -13.5% | -19.6% |
| 6M | +11.7% | -12.7% | +24.4% | +16.7% |
| YTD | +2.3% | +7.8% | -5.5% | -5.6% |
| 1Y | +76.2% | +19.5% | +56.7% | +52.0% |
| 3Y | +245.0% | +116.4% | +128.6% | +107.6% |
| All | +328.7% | +131.5% | +197.1% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling