-15.3%
HUBS vs GGLL
+328.7%
-344.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -5.0% | -4.8% | -0.2% | -3.9% |
| 30D | -1.0% | -13.7% | +12.6% | +2.5% |
| 3M | +12.4% | -21.9% | +34.2% | +17.8% |
| 6M | -11.1% | +11.7% | -22.8% | -17.1% |
| YTD | -38.3% | +2.3% | -40.6% | -41.4% |
| 1Y | -46.7% | +76.2% | -122.8% | -58.0% |
| 3Y | -55.1% | +245.0% | -300.1% | -75.8% |
| All | -15.3% | +328.7% | -344.0% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling