+84.2%
GNRC vs GGLL
+166.5%
-82.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | +7.9% | +7.7% | +0.2% | +6.9% |
| 30D | -3.7% | -30.2% | +26.5% | +0.4% |
| 3M | -11.9% | -31.3% | +19.3% | -8.2% |
| 6M | -28.6% | -52.1% | +23.5% | -22.5% |
| YTD | +39.9% | -25.9% | +65.7% | +41.0% |
| 1Y | +23.4% | -8.5% | +31.8% | +20.2% |
| 3Y | +84.2% | +165.5% | -81.3% | +47.4% |
| All | +84.2% | +166.5% | -82.3% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling