+28.3%
HD vs GGLL
+151.4%
-123.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +2.9% | -1.3% |
| 7D | +6.4% | -1.3% | +7.7% | +6.4% |
| 30D | +22.1% | -36.3% | +58.3% | +24.9% |
| 3M | -0.2% | -42.7% | +42.5% | +2.8% |
| 6M | +12.6% | -53.1% | +65.7% | +16.9% |
| YTD | +3.9% | -32.1% | +36.0% | +4.9% |
| 1Y | -3.7% | -20.1% | +16.3% | -3.9% |
| All | +28.3% | +151.4% | -123.1% | +17.8% |
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