+123.5%
HPE vs GGLL
-15.6%
+139.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.6% | +4.5% |
| 7D | +0.3% | +2.9% | -2.6% | +0.1% |
| 30D | -28.6% | -33.1% | +4.6% | -27.2% |
| 3M | -7.4% | -31.2% | +23.8% | -5.7% |
| 6M | +63.7% | -49.4% | +113.0% | +67.7% |
| YTD | +111.7% | -26.8% | +138.5% | +105.2% |
| 1Y | +123.5% | -17.7% | +141.2% | +116.2% |
| All | +123.5% | -15.6% | +139.1% | +116.2% |
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 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