+136.1%
HLT vs GGLL
+327.4%
-191.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -5.0% | -4.0% | -1.1% | -4.6% |
| 3M | -10.4% | -15.5% | +5.1% | -9.2% |
| 6M | +3.2% | +7.6% | -4.4% | +0.3% |
| YTD | +6.7% | +2.0% | +4.8% | +4.2% |
| 1Y | +10.3% | +63.9% | -53.7% | -0.5% |
| 3Y | +99.3% | +239.7% | -140.3% | +51.4% |
| All | +136.1% | +327.4% | -191.2% | +71.8% |
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