+6.5%
HIG vs GGLL
-15.6%
+22.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.3% |
| 7D | -0.7% | +2.9% | -3.6% | -0.6% |
| 30D | +5.4% | -33.1% | +38.5% | +4.3% |
| 3M | -0.9% | -31.2% | +30.3% | -1.8% |
| 6M | +4.8% | -49.4% | +54.1% | +3.7% |
| YTD | +0.9% | -26.8% | +27.7% | -0.3% |
| 1Y | +6.5% | -17.7% | +24.2% | +5.6% |
| All | +6.5% | -15.6% | +22.0% | +5.6% |
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