+271.2%
HL vs GGLL
+188.6%
+82.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | +8.9% | +3.1% | +5.8% | +8.4% |
| 30D | -10.1% | -36.3% | +26.3% | -2.0% |
| 3M | -7.0% | -40.4% | +33.3% | +2.2% |
| 6M | -18.8% | -54.6% | +35.9% | -6.4% |
| YTD | -23.1% | -31.1% | +8.0% | -20.6% |
| 1Y | +8.9% | -19.2% | +28.1% | +7.8% |
| 3Y | +255.0% | +151.5% | +103.5% | +154.9% |
| All | +271.2% | +188.6% | +82.5% | +162.6% |
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 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