-58.8%
HUBS vs GGLL
+229.6%
-288.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -12.4% | -5.8% | -6.6% | -11.5% |
| 30D | +1.4% | -7.2% | +8.6% | +2.7% |
| 3M | +16.0% | -17.5% | +33.5% | +18.8% |
| 6M | -17.0% | +5.1% | -22.1% | -20.0% |
| YTD | -44.3% | -1.3% | -43.0% | -45.9% |
| 1Y | -54.3% | +60.2% | -114.5% | -60.7% |
| All | -58.8% | +229.6% | -288.4% | -73.1% |
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