-32.4%
GIS vs GGLL
+253.9%
-286.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -2.5% |
| 7D | -7.8% | -4.8% | -3.1% | -8.0% |
| 30D | +6.6% | -13.7% | +20.3% | +6.1% |
| 3M | +21.0% | -21.9% | +42.8% | +20.1% |
| 6M | -9.1% | +11.7% | -20.7% | -7.9% |
| YTD | -13.6% | +2.3% | -15.9% | -12.9% |
| 1Y | -18.0% | +76.2% | -94.2% | -14.9% |
| All | -32.4% | +253.9% | -286.3% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling