-22.9%
HUBS vs GGLL
+327.4%
-350.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | 0.0% |
| 7D | -9.0% | -0.3% | -8.7% | -8.9% |
| 30D | +7.2% | -4.0% | +11.2% | +8.3% |
| 3M | +20.9% | -15.5% | +36.4% | +24.4% |
| 6M | -13.0% | +7.6% | -20.6% | -18.0% |
| YTD | -43.8% | +2.0% | -45.8% | -46.6% |
| 1Y | -54.6% | +63.9% | -118.6% | -63.5% |
| 3Y | -58.5% | +239.7% | -298.1% | -77.5% |
| All | -22.9% | +327.4% | -350.3% | -63.0% |
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