+126.0%
GOOGL vs GGLL
+166.5%
-40.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.1% |
| 7D | +3.9% | +7.7% | -3.8% | 0.0% |
| 30D | -14.9% | -30.2% | +15.3% | +0.7% |
| 3M | -14.6% | -31.3% | +16.7% | +1.5% |
| 6M | -26.4% | -52.1% | +25.6% | +3.2% |
| YTD | -5.3% | -25.9% | +20.5% | +4.3% |
| 1Y | +6.5% | -8.5% | +14.9% | +4.6% |
| 3Y | +126.0% | +165.5% | -39.5% | +12.0% |
| All | +126.0% | +166.5% | -40.5% | +12.0% |
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 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