+92.6%
HUM vs GGLL
-11.0%
+103.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.5% |
| 7D | +3.7% | +7.7% | -3.9% | +3.3% |
| 30D | +5.5% | -30.2% | +35.7% | +7.6% |
| 3M | +17.1% | -31.3% | +48.4% | +19.5% |
| 6M | +48.3% | -52.1% | +100.4% | +54.2% |
| YTD | +77.4% | -25.9% | +103.2% | +74.6% |
| 1Y | +92.6% | -8.5% | +101.0% | +88.8% |
| All | +92.6% | -11.0% | +103.6% | +88.8% |
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