+130.2%
GM vs GGLL
+194.0%
-63.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +0.4% | +5.1% | -4.7% | -0.2% |
| 30D | +7.2% | -35.5% | +42.7% | +12.4% |
| 3M | +1.0% | -39.2% | +40.2% | +6.5% |
| 6M | +13.0% | -54.4% | +67.4% | +22.8% |
| YTD | +9.8% | -29.8% | +39.6% | +11.6% |
| 1Y | +25.9% | -20.4% | +46.3% | +25.6% |
| 3Y | +240.4% | +149.7% | +90.7% | +167.3% |
| All | +130.2% | +194.0% | -63.9% | +76.5% |
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