+246.7%
GM vs GGLL
+153.6%
+93.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.8% |
| 7D | -0.3% | +6.3% | -6.7% | -0.9% |
| 30D | +8.4% | -35.1% | +43.5% | +12.4% |
| 3M | +2.6% | -37.7% | +40.2% | +6.6% |
| 6M | +14.3% | -54.1% | +68.4% | +21.8% |
| YTD | +11.0% | -29.4% | +40.4% | +12.4% |
| 1Y | +27.8% | -13.4% | +41.2% | +26.9% |
| 3Y | +246.7% | +158.3% | +88.4% | +220.0% |
| All | +246.7% | +153.6% | +93.1% | +220.0% |
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 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