+122.9%
HIG vs GGLL
+328.4%
-205.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.1% | +1.9% | -2.9% | -1.1% |
| 30D | -4.9% | -9.7% | +4.8% | -4.8% |
| 3M | +6.8% | -18.0% | +24.8% | +7.0% |
| 6M | -1.7% | +15.3% | -16.9% | -2.4% |
| YTD | -0.2% | +2.2% | -2.4% | -0.7% |
| 1Y | +5.7% | +73.1% | -67.4% | +3.5% |
| 3Y | +100.3% | +242.7% | -142.4% | +86.3% |
| All | +122.9% | +328.4% | -205.5% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling