+124.0%
HUBB vs GGLL
+309.0%
-185.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.5% |
| 7D | +1.1% | -3.9% | +5.0% | +1.6% |
| 30D | -9.6% | -15.4% | +5.7% | -7.8% |
| 3M | -6.2% | -21.9% | +15.7% | -4.1% |
| 6M | -6.2% | +4.5% | -10.7% | -9.7% |
| YTD | +3.4% | -2.4% | +5.8% | +0.3% |
| 1Y | +5.3% | +57.8% | -52.5% | -6.4% |
| 3Y | +44.4% | +227.2% | -182.9% | +9.7% |
| All | +124.0% | +309.0% | -185.0% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling