+40.7%
HAL vs GGLL
+328.7%
-287.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +2.9% | -4.8% | +7.7% | +3.4% |
| 30D | +17.0% | -13.7% | +30.7% | +18.5% |
| 3M | -9.7% | -21.9% | +12.2% | -8.1% |
| 6M | +8.6% | +11.7% | -3.0% | +5.3% |
| YTD | +33.0% | +2.3% | +30.7% | +29.9% |
| 1Y | +68.3% | +76.2% | -7.9% | +51.7% |
| 3Y | +0.1% | +245.0% | -244.9% | -21.4% |
| All | +40.7% | +328.7% | -287.9% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling