+172.1%
GH vs GGLL
+210.8%
-38.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | +0.6% | +7.7% | -7.1% | -1.4% |
| 30D | -6.9% | -30.2% | +23.3% | +0.7% |
| 3M | -4.9% | -31.3% | +26.4% | +2.7% |
| 6M | +54.1% | -52.1% | +106.1% | +81.1% |
| YTD | +48.5% | -25.9% | +74.4% | +49.9% |
| 1Y | +61.2% | -8.5% | +69.6% | +51.4% |
| 3Y | +570.3% | +165.5% | +404.8% | +298.7% |
| All | +172.1% | +210.8% | -38.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling