-1.8%
GNRC vs GGLL
+60.5%
-62.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | -0.7% | -5.8% | +5.0% | -0.2% |
| 30D | -15.8% | -7.2% | -8.6% | -15.3% |
| 3M | -24.0% | -17.5% | -6.5% | -23.1% |
| 6M | -13.8% | +5.1% | -18.8% | -16.2% |
| YTD | +33.2% | -1.3% | +34.6% | +28.5% |
| 1Y | -1.8% | +60.2% | -62.0% | -11.8% |
| All | -1.8% | +60.5% | -62.3% | -11.8% |
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