+99.9%
HLT vs GGLL
+226.0%
-126.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.4% |
| 7D | -1.5% | -3.9% | +2.4% | -1.0% |
| 30D | -1.2% | -15.4% | +14.1% | +0.6% |
| 3M | -10.3% | -21.9% | +11.6% | -8.4% |
| 6M | +1.3% | +4.5% | -3.2% | -1.0% |
| YTD | +7.0% | -2.4% | +9.4% | +5.2% |
| 1Y | +11.9% | +57.8% | -45.9% | +2.3% |
| All | +99.9% | +226.0% | -126.1% | +56.2% |
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