+306.6%
HPE vs GGLL
+210.8%
+95.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.4% |
| 7D | +7.9% | +7.7% | +0.2% | +6.6% |
| 30D | -23.5% | -30.2% | +6.7% | -19.3% |
| 3M | -19.1% | -31.3% | +12.2% | -14.7% |
| 6M | +51.4% | -52.1% | +103.5% | +67.8% |
| YTD | +103.4% | -25.9% | +129.3% | +104.0% |
| 1Y | +114.4% | -8.5% | +122.8% | +104.7% |
| 3Y | +224.7% | +165.5% | +59.1% | +131.8% |
| All | +306.6% | +210.8% | +95.8% | +176.4% |
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