-23.5%
HUBS vs GGLL
+313.5%
-337.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.2% |
| 7D | -12.4% | -5.8% | -6.6% | -11.1% |
| 30D | +1.4% | -7.2% | +8.6% | +3.3% |
| 3M | +16.0% | -17.5% | +33.5% | +20.0% |
| 6M | -17.0% | +5.1% | -22.1% | -21.3% |
| YTD | -44.3% | -1.3% | -43.0% | -46.6% |
| 1Y | -54.3% | +60.2% | -114.5% | -63.0% |
| 3Y | -58.4% | +230.8% | -289.2% | -77.3% |
| All | -23.5% | +313.5% | -337.0% | -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 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