+5.1%
GNRC vs GGLL
+80.0%
-74.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.6% |
| 7D | +1.9% | -4.8% | +6.7% | +2.3% |
| 30D | -13.8% | -13.7% | -0.1% | -12.7% |
| 3M | -32.6% | -21.9% | -10.8% | -31.6% |
| 6M | -15.2% | +11.7% | -26.8% | -17.8% |
| YTD | +37.4% | +2.3% | +35.1% | +32.2% |
| 1Y | +5.1% | +76.2% | -71.0% | -6.0% |
| All | +5.1% | +80.0% | -74.8% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling