+82.2%
HAS vs GGLL
+194.0%
-111.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +3.3% | +5.1% | -1.8% | +2.7% |
| 30D | +30.5% | -35.5% | +66.0% | +36.5% |
| 3M | +29.9% | -39.2% | +69.0% | +36.5% |
| 6M | +26.5% | -54.4% | +80.9% | +37.0% |
| YTD | +51.9% | -29.8% | +81.8% | +53.3% |
| 1Y | +60.9% | -20.4% | +81.3% | +58.8% |
| 3Y | +215.0% | +149.7% | +65.3% | +136.8% |
| All | +82.2% | +194.0% | -111.9% | +25.0% |
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