-2.6%
HD vs GGLL
-17.3%
+14.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +5.2% | +5.1% | +0.1% | +4.9% |
| 30D | +20.7% | -35.5% | +56.2% | +23.8% |
| 3M | +0.8% | -39.2% | +40.0% | +3.7% |
| 6M | +12.2% | -54.4% | +66.6% | +18.2% |
| YTD | +4.2% | -29.8% | +34.1% | +3.3% |
| 1Y | -2.6% | -20.4% | +17.8% | -4.4% |
| All | -2.6% | -17.3% | +14.7% | -4.4% |
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 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