+336.7%
HPE vs GGLL
+328.7%
+8.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.1% |
| 7D | -0.6% | -4.8% | +4.2% | +0.2% |
| 30D | -2.3% | -13.7% | +11.4% | 0.0% |
| 3M | -2.9% | -21.9% | +19.0% | +0.3% |
| 6M | +143.6% | +11.7% | +131.9% | +130.2% |
| YTD | +118.5% | +2.3% | +116.2% | +109.6% |
| 1Y | +129.2% | +76.2% | +53.0% | +93.8% |
| 3Y | +212.5% | +245.0% | -32.5% | +115.3% |
| All | +336.7% | +328.7% | +8.0% | +183.9% |
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