+104.9%
GGLL vs ZYBT
-58.4%
+163.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.5% |
| 7D | -3.9% | -3.7% | -0.2% | -3.9% |
| 30D | -15.4% | -12.8% | -2.6% | -15.3% |
| 3M | -21.9% | +76.2% | -98.1% | -24.4% |
| 6M | +4.5% | +109.3% | -104.8% | -0.7% |
| YTD | -2.4% | +36.5% | -38.9% | -5.6% |
| 1Y | +57.8% | -84.0% | +141.8% | +65.7% |
| All | +104.9% | -58.4% | +163.2% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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