+188.6%
GGLL vs USFR
+20.4%
+168.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.1% | +0.1% | +3.0% | +2.9% |
| 30D | -36.3% | +0.4% | -36.7% | -36.8% |
| 3M | -40.4% | +1.1% | -41.4% | -41.3% |
| 6M | -54.6% | +2.1% | -56.7% | -55.6% |
| YTD | -31.1% | +3.4% | -34.5% | -32.7% |
| 1Y | -19.2% | +4.1% | -23.3% | -21.1% |
| 3Y | +151.5% | +14.4% | +137.1% | +175.2% |
| All | +188.6% | +20.4% | +168.2% | +413.7% |
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 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