+167.5%
GH vs GGLL
+70.5%
+97.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.1% | +1.9% | -3.9% | -2.4% |
| 30D | -4.5% | -9.7% | +5.3% | -2.9% |
| 3M | +28.9% | -18.0% | +46.9% | +32.4% |
| 6M | +76.5% | +15.3% | +61.3% | +64.3% |
| YTD | +57.6% | +2.2% | +55.4% | +49.9% |
| 1Y | +167.5% | +73.1% | +94.5% | +136.4% |
| All | +167.5% | +70.5% | +97.0% | +136.4% |
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