-13.3%
HUM vs GGLL
+309.0%
-322.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.8% | -0.6% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | +3.7% | -15.4% | +19.1% | +4.2% |
| 3M | +10.4% | -21.9% | +32.3% | +11.0% |
| 6M | +125.7% | +4.5% | +121.2% | +124.8% |
| YTD | +57.3% | -2.4% | +59.8% | +56.8% |
| 1Y | +48.6% | +57.8% | -9.2% | +46.3% |
| 3Y | -11.3% | +227.2% | -238.5% | -14.7% |
| All | -13.3% | +309.0% | -322.3% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling