-9.7%
HAL vs GGLL
+153.6%
-163.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -7.9% | +6.3% | -14.2% | -8.3% |
| 30D | -2.1% | -35.1% | +33.0% | +0.8% |
| 3M | +0.4% | -37.7% | +38.1% | +3.5% |
| 6M | -19.2% | -54.1% | +34.9% | -14.7% |
| YTD | +14.4% | -29.4% | +43.8% | +14.2% |
| 1Y | +18.0% | -13.4% | +31.4% | +14.0% |
| 3Y | -9.7% | +158.3% | -168.0% | -26.9% |
| All | -9.7% | +153.6% | -163.3% | -26.9% |
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