+28.3%
HAL vs GGLL
+210.8%
-182.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.3% |
| 7D | +6.1% | +7.7% | -1.6% | +5.5% |
| 30D | +2.9% | -30.2% | +33.1% | +5.5% |
| 3M | +3.3% | -31.3% | +34.6% | +5.9% |
| 6M | -16.9% | -52.1% | +35.2% | -12.3% |
| YTD | +21.2% | -25.9% | +47.0% | +20.8% |
| 1Y | +27.5% | -8.5% | +36.0% | +23.4% |
| 3Y | -6.4% | +165.5% | -172.0% | -25.3% |
| All | +28.3% | +210.8% | -182.5% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling