+140.0%
HLT vs GGLL
+328.7%
-188.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -3.3% | -4.8% | +1.5% | -2.7% |
| 30D | -4.1% | -13.7% | +9.6% | -2.3% |
| 3M | -7.9% | -21.9% | +13.9% | -5.7% |
| 6M | +2.2% | +11.7% | -9.5% | -1.2% |
| YTD | +8.5% | +2.3% | +6.2% | +5.9% |
| 1Y | +12.1% | +76.2% | -64.0% | 0.0% |
| 3Y | +107.6% | +245.0% | -137.4% | +57.3% |
| All | +140.0% | +328.7% | -188.7% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling