-13.0%
HUM vs GGLL
+328.7%
-341.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.2% |
| 7D | +4.2% | -4.8% | +8.9% | +4.3% |
| 30D | +10.4% | -13.7% | +24.1% | +10.8% |
| 3M | +15.1% | -21.9% | +36.9% | +15.7% |
| 6M | +120.9% | +11.7% | +109.3% | +119.6% |
| YTD | +57.9% | +2.3% | +55.7% | +57.1% |
| 1Y | +30.6% | +76.2% | -45.6% | +28.0% |
| 3Y | -9.6% | +245.0% | -254.6% | -13.2% |
| All | -13.0% | +328.7% | -341.6% | -14.8% |
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 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