-0.1%
GS vs GGLL
-14.3%
+14.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-09 to 2026-09-09.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.3% |
| 7D | +2.4% | -3.9% | +6.3% | +3.4% |
| 30D | -0.1% | -15.4% | +15.3% | +3.9% |
| All | -0.1% | -14.3% | +14.3% | +3.9% |
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 2026-08-09 to 2026-09-09: 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…
2026-08-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling