+122.6%
GM vs GGLL
+328.4%
-205.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +0.4% | +1.9% | -1.5% | +0.1% |
| 30D | -1.8% | -9.7% | +7.9% | -0.6% |
| 3M | +2.6% | -18.0% | +20.6% | +4.5% |
| 6M | +14.6% | +15.3% | -0.7% | +10.5% |
| YTD | +6.2% | +2.2% | +4.0% | +3.9% |
| 1Y | +48.7% | +73.1% | -24.4% | +34.5% |
| 3Y | +168.3% | +242.7% | -74.4% | +104.4% |
| All | +122.6% | +328.4% | -205.7% | +64.4% |
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