+33.3%
HYG vs GGLL
+328.7%
-295.4%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.1% |
| 7D | -0.2% | -4.8% | +4.6% | +0.1% |
| 30D | +0.1% | -13.7% | +13.8% | +0.8% |
| 3M | +0.7% | -21.9% | +22.5% | +1.6% |
| 6M | +1.5% | +11.7% | -10.2% | +0.1% |
| YTD | +2.2% | +2.3% | -0.1% | +1.2% |
| 1Y | +3.9% | +76.2% | -72.3% | -0.6% |
| 3Y | +26.0% | +245.0% | -219.0% | +11.9% |
| All | +33.3% | +328.7% | -295.4% | +15.5% |
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