+163.1%
GH vs GGLL
+80.0%
+83.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.6% |
| 7D | -0.1% | -4.8% | +4.7% | +0.7% |
| 30D | -1.1% | -13.7% | +12.6% | +1.4% |
| 3M | +21.3% | -21.9% | +43.2% | +25.9% |
| 6M | +73.5% | +11.7% | +61.9% | +62.7% |
| YTD | +58.0% | +2.3% | +55.8% | +50.3% |
| 1Y | +163.1% | +76.2% | +86.9% | +134.3% |
| All | +163.1% | +80.0% | +83.1% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling