-51.5%
GLXY vs GGLL
-15.1%
-36.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.5% | -6.0% |
| 7D | +16.9% | +11.5% | +5.4% | +13.1% |
| 30D | -23.0% | -31.2% | +8.3% | -14.2% |
| 3M | -28.0% | -28.7% | +0.7% | -20.9% |
| 6M | -51.6% | -47.2% | -4.4% | -41.0% |
| YTD | -32.1% | -24.3% | -7.9% | -32.2% |
| 1Y | -51.5% | -12.0% | -39.5% | -54.6% |
| All | -51.5% | -15.1% | -36.4% | -54.6% |
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