+50.0%
HUM vs GGLL
-11.6%
+61.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.4% |
| 7D | +1.6% | -23.1% | +24.7% | +2.5% |
| 30D | +3.5% | -32.9% | +36.4% | +5.2% |
| 3M | +15.5% | -44.9% | +60.4% | +18.2% |
| 6M | +76.2% | -49.5% | +125.7% | +80.6% |
| YTD | +64.5% | -28.9% | +93.4% | +63.1% |
| 1Y | +50.0% | -12.2% | +62.2% | +49.9% |
| All | +50.0% | -11.6% | +61.6% | +49.9% |
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