-49.7%
HUBS vs GGLL
+166.5%
-216.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +8.3% | +7.7% | +0.6% | +7.1% |
| 30D | -4.0% | -30.2% | +26.2% | +0.8% |
| 3M | -9.7% | -31.3% | +21.6% | -5.2% |
| 6M | +21.4% | -52.1% | +73.5% | +33.0% |
| YTD | -45.9% | -25.9% | -20.0% | -45.5% |
| 1Y | -44.4% | -8.5% | -35.9% | -46.6% |
| 3Y | -49.7% | +165.5% | -215.2% | -62.7% |
| All | -49.7% | +166.5% | -216.2% | -62.7% |
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