-1.9%
HD vs GGLL
-16.8%
+14.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.7% |
| 7D | +3.6% | +6.3% | -2.8% | +3.2% |
| 30D | +21.6% | -35.1% | +56.7% | +24.6% |
| 3M | +0.1% | -37.7% | +37.8% | +2.8% |
| 6M | +13.0% | -54.1% | +67.1% | +19.0% |
| YTD | +4.9% | -29.4% | +34.4% | +3.9% |
| All | -1.9% | -16.8% | +14.9% | -3.8% |
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 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