+75.2%
HBAN vs GGLL
+247.9%
-172.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.1% | +1.9% | +0.2% | +1.8% |
| 30D | -4.5% | -9.7% | +5.2% | -3.4% |
| 3M | +2.6% | -18.0% | +20.6% | +4.2% |
| 6M | +4.7% | +15.3% | -10.5% | +1.0% |
| YTD | -1.5% | +2.2% | -3.7% | -3.9% |
| 1Y | -1.9% | +73.1% | -75.0% | -11.8% |
| 3Y | +75.2% | +242.7% | -167.5% | +39.8% |
| All | +75.2% | +247.9% | -172.7% | +39.8% |
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 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