+127.8%
GM vs GGLL
+328.7%
-200.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.1% |
| 7D | +1.9% | -4.8% | +6.7% | +2.6% |
| 30D | -1.4% | -13.7% | +12.3% | +0.5% |
| 3M | +5.9% | -21.9% | +27.8% | +8.5% |
| 6M | +12.4% | +11.7% | +0.7% | +8.9% |
| YTD | +8.6% | +2.3% | +6.4% | +6.3% |
| 1Y | +52.6% | +76.2% | -23.6% | +37.7% |
| 3Y | +169.7% | +245.0% | -75.3% | +105.1% |
| All | +127.8% | +328.7% | -200.9% | +68.2% |
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