+76.2%
GGLL vs USFR
+4.0%
+72.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.7% |
| 7D | -4.8% | +0.1% | -4.8% | -5.8% |
| 30D | -13.7% | +0.3% | -14.0% | -17.9% |
| 3M | -21.9% | +1.0% | -22.8% | -31.2% |
| 6M | +11.7% | +1.9% | +9.7% | -10.8% |
| YTD | +2.3% | +2.6% | -0.3% | -25.6% |
| 1Y | +76.2% | +4.0% | +72.2% | -10.4% |
| All | +76.2% | +4.0% | +72.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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