+46.5%
GRMN vs GGLL
-15.1%
+61.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.2% | -2.9% |
| 7D | -0.1% | +11.5% | -11.6% | -0.9% |
| 30D | +3.5% | -31.2% | +34.8% | +6.2% |
| 3M | -7.3% | -28.7% | +21.3% | -5.5% |
| 6M | +21.8% | -47.2% | +69.0% | +27.3% |
| YTD | +42.8% | -24.3% | +67.1% | +38.8% |
| 1Y | +46.5% | -12.0% | +58.5% | +40.6% |
| All | +46.5% | -15.1% | +61.5% | +40.6% |
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