+132.7%
GM vs GGLL
+195.8%
-63.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.7% |
| 7D | -0.3% | +6.3% | -6.7% | -1.0% |
| 30D | +8.4% | -35.1% | +43.5% | +13.5% |
| 3M | +2.6% | -37.7% | +40.2% | +7.8% |
| 6M | +14.3% | -54.1% | +68.4% | +24.1% |
| YTD | +11.0% | -29.4% | +40.4% | +12.7% |
| 1Y | +27.8% | -13.4% | +41.2% | +26.0% |
| 3Y | +246.7% | +158.3% | +88.4% | +170.4% |
| All | +132.7% | +195.8% | -63.1% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling