+186.8%
GS vs GGLL
+151.4%
+35.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -5.6% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -3.1% | -36.3% | +33.1% | +3.4% |
| 3M | -17.7% | -42.7% | +25.0% | -10.8% |
| 6M | -4.6% | -53.1% | +48.5% | +6.0% |
| YTD | +0.3% | -32.1% | +32.4% | +3.2% |
| 1Y | +11.7% | -20.1% | +31.8% | +11.1% |
| All | +186.8% | +151.4% | +35.4% | +136.8% |
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