+128.8%
HUBB vs GGLL
+328.4%
-199.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +4.8% | +1.9% | +3.0% | +4.6% |
| 30D | -9.3% | -9.7% | +0.4% | -8.3% |
| 3M | -3.9% | -18.0% | +14.1% | -2.4% |
| 6M | -0.8% | +15.3% | -16.1% | -5.9% |
| YTD | +5.6% | +2.2% | +3.4% | +1.8% |
| 1Y | +7.7% | +73.1% | -65.3% | -5.5% |
| 3Y | +47.5% | +242.7% | -195.2% | +11.4% |
| All | +128.8% | +328.4% | -199.6% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling