-57.6%
HTZ vs GGLL
+80.0%
-137.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.3% |
| 7D | +7.5% | -4.8% | +12.3% | +7.5% |
| 30D | +47.4% | -13.7% | +61.1% | +47.6% |
| 3M | -54.9% | -21.9% | -33.1% | -54.2% |
| 6M | -47.0% | +11.7% | -58.7% | -47.3% |
| YTD | -55.3% | +2.3% | -57.5% | -56.0% |
| 1Y | -57.6% | +76.2% | -133.8% | -50.7% |
| All | -57.6% | +80.0% | -137.6% | -50.7% |
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