+41.1%
HBAN vs GGLL
+194.0%
-152.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.1% | +5.1% | -5.2% | -0.7% |
| 30D | +3.4% | -35.5% | +38.9% | +8.3% |
| 3M | -9.1% | -39.2% | +30.0% | -4.3% |
| 6M | +0.1% | -54.4% | +54.5% | +8.5% |
| YTD | -6.0% | -29.8% | +23.8% | -4.8% |
| 1Y | +4.0% | -20.4% | +24.5% | +3.1% |
| 3Y | +74.5% | +149.7% | -75.3% | +38.5% |
| All | +41.1% | +194.0% | -152.9% | +8.4% |
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