-10.6%
HUM vs GGLL
+247.9%
-258.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.1% | +1.9% | +0.2% | +2.0% |
| 30D | +4.7% | -9.7% | +14.4% | +5.1% |
| 3M | +13.5% | -18.0% | +31.5% | +14.1% |
| 6M | +126.7% | +15.3% | +111.4% | +124.8% |
| YTD | +58.5% | +2.2% | +56.3% | +57.5% |
| 1Y | +31.7% | +73.1% | -41.3% | +28.6% |
| 3Y | -10.6% | +242.7% | -253.3% | -14.6% |
| All | -10.6% | +247.9% | -258.6% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling