+206.3%
GS vs GGLL
+163.2%
+43.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -3.0% | +2.5% |
| 7D | +0.3% | -23.1% | +23.4% | +3.8% |
| 30D | +3.9% | -32.9% | +36.8% | +9.9% |
| 3M | -11.4% | -44.9% | +33.4% | -3.5% |
| 6M | +3.7% | -49.5% | +53.2% | +13.7% |
| YTD | +7.1% | -28.9% | +36.0% | +9.3% |
| 1Y | +19.7% | -12.2% | +31.8% | +17.0% |
| All | +206.3% | +163.2% | +43.1% | +150.9% |
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 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