+131.0%
HLT vs GGLL
+166.5%
-35.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | +0.7% | +7.7% | -7.0% | -0.1% |
| 30D | +13.7% | -30.2% | +44.0% | +17.5% |
| 3M | +16.3% | -31.3% | +47.6% | +20.2% |
| 6M | +19.9% | -52.1% | +72.0% | +28.6% |
| YTD | +30.1% | -25.9% | +55.9% | +30.7% |
| 1Y | +38.5% | -8.5% | +47.0% | +35.0% |
| 3Y | +131.0% | +165.5% | -34.5% | +88.9% |
| All | +131.0% | +166.5% | -35.5% | +88.9% |
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