+56.6%
HUBB vs GGLL
+147.5%
-90.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.4% |
| 7D | +1.7% | +3.1% | -1.4% | +1.3% |
| 30D | -9.7% | -36.3% | +26.7% | -5.5% |
| 3M | -15.2% | -40.4% | +25.2% | -10.7% |
| 6M | -14.0% | -54.6% | +40.6% | -6.8% |
| YTD | -2.4% | -31.1% | +28.7% | -2.8% |
| 1Y | -5.8% | -19.2% | +13.4% | -9.2% |
| All | +56.6% | +147.5% | -90.8% | +24.1% |
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