+158.5%
GRMN vs GGLL
+154.9%
+3.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | +4.7% | +3.1% | +1.6% | +4.3% |
| 30D | +3.4% | -36.3% | +39.7% | +9.0% |
| 3M | -5.0% | -40.4% | +35.3% | +0.8% |
| 6M | +18.6% | -54.6% | +73.2% | +29.9% |
| YTD | +42.5% | -31.1% | +73.6% | +44.1% |
| 1Y | +42.3% | -19.2% | +61.5% | +39.5% |
| 3Y | +158.5% | +151.5% | +6.9% | +102.4% |
| All | +158.5% | +154.9% | +3.5% | +102.4% |
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