+57.7%
HAS vs GGLL
-11.0%
+68.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +1.4% | +7.7% | -6.3% | +1.0% |
| 30D | +26.3% | -30.2% | +56.5% | +28.0% |
| 3M | +25.6% | -31.3% | +56.9% | +27.3% |
| 6M | +30.3% | -52.1% | +82.3% | +36.0% |
| YTD | +50.4% | -25.9% | +76.2% | +47.2% |
| 1Y | +57.7% | -8.5% | +66.2% | +51.6% |
| All | +57.7% | -11.0% | +68.8% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling