+130.7%
GM vs GGLL
+206.6%
-75.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | -0.3% |
| 7D | -3.8% | +2.9% | -6.7% | -4.2% |
| 30D | +7.9% | -33.1% | +41.1% | +12.7% |
| 3M | -0.3% | -31.2% | +30.9% | +3.5% |
| 6M | +18.6% | -49.4% | +67.9% | +27.1% |
| YTD | +10.0% | -26.8% | +36.9% | +11.3% |
| 1Y | +25.9% | -17.7% | +43.6% | +25.1% |
| 3Y | +241.2% | +160.4% | +80.8% | +166.6% |
| All | +130.7% | +206.6% | -75.9% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling