-17.3%
GNRC vs GGLL
+328.4%
-345.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.8% | +1.9% | +3.0% | +4.4% |
| 30D | -10.4% | -9.7% | -0.6% | -8.7% |
| 3M | -28.5% | -18.0% | -10.4% | -26.4% |
| 6M | -6.8% | +15.3% | -22.0% | -12.6% |
| YTD | +39.5% | +2.2% | +37.3% | +33.5% |
| 1Y | +3.4% | +73.1% | -69.7% | -14.6% |
| 3Y | +65.1% | +242.7% | -177.6% | -2.4% |
| All | -17.3% | +328.4% | -345.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling