-36.9%
GLXY vs GGLL
+133.3%
-170.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.6% |
| 7D | +5.3% | +7.7% | -2.4% | +3.1% |
| 30D | -19.8% | -30.2% | +10.4% | -11.5% |
| 3M | -31.4% | -31.3% | -0.1% | -24.1% |
| 6M | -53.3% | -52.1% | -1.2% | -42.4% |
| YTD | -35.7% | -25.9% | -9.8% | -33.3% |
| 1Y | -47.2% | -8.5% | -38.8% | -48.6% |
| All | -36.9% | +133.3% | -170.3% | -58.3% |
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 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