+121.3%
HBM vs GGLL
+80.0%
+41.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -6.4% | -4.8% | -1.6% | -5.3% |
| 30D | +5.9% | -13.7% | +19.6% | +9.4% |
| 3M | -8.9% | -21.9% | +12.9% | -4.2% |
| 6M | +10.7% | +11.7% | -1.0% | +3.6% |
| YTD | +38.3% | +2.3% | +36.0% | +29.4% |
| 1Y | +121.3% | +76.2% | +45.2% | +91.2% |
| All | +121.3% | +80.0% | +41.4% | +91.2% |
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