+116.4%
HPE vs GGLL
-11.6%
+128.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.5% | -12.2% | -6.0% |
| 7D | -17.0% | -23.1% | +6.1% | -15.9% |
| 30D | -26.7% | -32.9% | +6.2% | -25.2% |
| 3M | -4.1% | -44.9% | +40.7% | -1.7% |
| 6M | +75.4% | -49.5% | +124.9% | +79.8% |
| YTD | +111.0% | -28.9% | +139.9% | +105.1% |
| 1Y | +116.4% | -12.2% | +128.6% | +105.7% |
| All | +116.4% | -11.6% | +128.1% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling