+276.9%
HPE vs GGLL
+188.6%
+88.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | -18.7% | +3.1% | -21.8% | -19.1% |
| 30D | -37.9% | -36.3% | -1.6% | -33.5% |
| 3M | -14.4% | -40.4% | +26.0% | -7.6% |
| 6M | +48.2% | -54.6% | +102.8% | +65.6% |
| YTD | +88.6% | -31.1% | +119.8% | +91.4% |
| 1Y | +94.8% | -19.2% | +114.0% | +90.1% |
| 3Y | +202.7% | +151.5% | +51.2% | +117.8% |
| All | +276.9% | +188.6% | +88.3% | +159.4% |
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 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