-54.6%
HUBS vs GGLL
+64.4%
-119.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.5% |
| 7D | -9.0% | -0.3% | -8.7% | -9.0% |
| 30D | +7.2% | -4.0% | +11.2% | +7.5% |
| 3M | +20.9% | -15.5% | +36.4% | +20.8% |
| 6M | -13.0% | +7.6% | -20.6% | -14.9% |
| YTD | -43.8% | +2.0% | -45.8% | -44.4% |
| 1Y | -54.6% | +63.9% | -118.6% | -58.4% |
| All | -54.6% | +64.4% | -119.1% | -58.4% |
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