-55.0%
GLXY vs GGLL
-19.4%
-35.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.8% |
| 7D | -14.6% | +3.1% | -17.7% | -15.6% |
| 30D | -36.2% | -36.3% | +0.2% | -27.5% |
| 3M | -30.1% | -40.4% | +10.3% | -19.6% |
| 6M | -56.1% | -54.6% | -1.5% | -44.4% |
| YTD | -38.9% | -31.1% | -7.8% | -36.6% |
| 1Y | -55.0% | -19.2% | -35.8% | -56.3% |
| All | -55.0% | -19.4% | -35.6% | -56.3% |
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