+120.7%
GOOGL vs GGLL
+154.9%
-34.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | +1.8% | +3.1% | -1.3% | +0.1% |
| 30D | -18.8% | -36.3% | +17.6% | +0.8% |
| 3M | -20.3% | -40.4% | +20.0% | +1.7% |
| 6M | -28.4% | -54.6% | +26.3% | +3.2% |
| YTD | -8.8% | -31.1% | +22.3% | +4.3% |
| 1Y | +0.3% | -19.2% | +19.5% | +4.9% |
| 3Y | +120.7% | +151.5% | -30.8% | +12.1% |
| All | +120.7% | +154.9% | -34.2% | +12.1% |
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