+80.3%
HAS vs GGLL
+210.8%
-130.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +1.4% | +7.7% | -6.3% | +0.5% |
| 30D | +26.3% | -30.2% | +56.5% | +30.8% |
| 3M | +25.6% | -31.3% | +56.9% | +30.1% |
| 6M | +30.3% | -52.1% | +82.3% | +40.3% |
| YTD | +50.4% | -25.9% | +76.2% | +50.7% |
| 1Y | +57.7% | -8.5% | +66.2% | +52.8% |
| 3Y | +213.4% | +165.5% | +47.8% | +133.7% |
| All | +80.3% | +210.8% | -130.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling