+58.3%
GH vs GGLL
-15.1%
+73.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.4% |
| 7D | +0.9% | +11.5% | -10.6% | -0.5% |
| 30D | -4.5% | -31.2% | +26.8% | -0.1% |
| 3M | -6.2% | -28.7% | +22.5% | -2.8% |
| 6M | +55.0% | -47.2% | +102.1% | +68.1% |
| YTD | +51.6% | -24.3% | +75.9% | +48.2% |
| 1Y | +58.3% | -12.0% | +70.3% | +45.6% |
| All | +58.3% | -15.1% | +73.3% | +45.6% |
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