+210.8%
GGLL vs USFR
+20.5%
+190.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +7.7% | +0.1% | +7.6% | +7.6% |
| 30D | -30.2% | +0.4% | -30.6% | -30.6% |
| 3M | -31.3% | +1.1% | -32.3% | -32.4% |
| 6M | -52.1% | +2.0% | -54.1% | -53.1% |
| YTD | -25.9% | +3.5% | -29.3% | -27.5% |
| 1Y | -8.5% | +4.1% | -12.5% | -10.7% |
| 3Y | +165.5% | +14.4% | +151.2% | +190.0% |
| All | +210.8% | +20.5% | +190.3% | +452.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling