+328.7%
GGLL vs USFR
+19.5%
+309.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | -4.8% | +0.1% | -4.8% | -4.9% |
| 30D | -13.7% | +0.3% | -14.0% | -14.0% |
| 3M | -21.9% | +1.0% | -22.8% | -22.4% |
| 6M | +11.7% | +1.9% | +9.7% | +10.7% |
| YTD | +2.3% | +2.6% | -0.3% | +1.3% |
| 1Y | +76.2% | +4.0% | +72.2% | +74.4% |
| 3Y | +245.0% | +14.1% | +230.9% | +281.9% |
| All | +328.7% | +19.5% | +309.2% | +672.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling