+158.3%
GGLL vs UUUU
-2.8%
+161.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.8% | -7.3% | +0.9% |
| 7D | +6.3% | -1.1% | +7.4% | +6.5% |
| 30D | -35.1% | -26.6% | -8.5% | -32.0% |
| 3M | -37.7% | -48.3% | +10.6% | -31.5% |
| 6M | -54.1% | -65.8% | +11.7% | -46.8% |
| YTD | -29.4% | -49.7% | +20.3% | -25.4% |
| 1Y | -13.4% | -53.3% | +39.9% | -8.0% |
| 3Y | +158.3% | -7.4% | +165.7% | +105.5% |
| All | +158.3% | -2.8% | +161.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 3y: compounded portfolio wealth divided by compounded UUUU 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…
3y analysis · Full analysis span regression · 6 months rolling