+6.7%
HUBB vs GGLL
+80.0%
-73.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +0.5% | -4.8% | +5.3% | +0.6% |
| 30D | -10.0% | -13.7% | +3.7% | -9.8% |
| 3M | -4.8% | -21.9% | +17.1% | -4.1% |
| 6M | -5.6% | +11.7% | -17.2% | -10.5% |
| YTD | +4.7% | +2.3% | +2.4% | -0.1% |
| 1Y | +6.7% | +76.2% | -69.5% | -6.8% |
| All | +6.7% | +80.0% | -73.3% | -6.8% |
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