-74.9%
HTZ vs GGLL
+163.2%
-238.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.5% | +2.7% | +8.8% |
| 7D | +18.9% | -23.1% | +42.1% | +20.4% |
| 30D | +26.3% | -32.9% | +59.1% | +29.0% |
| 3M | +49.7% | -44.9% | +94.6% | +54.7% |
| 6M | -61.1% | -49.5% | -11.6% | -59.5% |
| YTD | -56.0% | -28.9% | -27.1% | -55.9% |
| 1Y | -66.4% | -12.2% | -54.2% | -66.6% |
| All | -74.9% | +163.2% | -238.2% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling