+289.3%
INTC vs GGLL
+80.0%
+209.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.3% | +6.8% | +5.1% |
| 7D | +7.1% | -4.8% | +11.9% | +8.3% |
| 30D | -5.2% | -13.7% | +8.5% | -1.8% |
| 3M | -14.3% | -21.9% | +7.6% | -9.4% |
| 6M | +110.2% | +11.7% | +98.5% | +88.7% |
| YTD | +159.6% | +2.3% | +157.3% | +140.1% |
| 1Y | +289.3% | +76.2% | +213.1% | +217.9% |
| All | +289.3% | +80.0% | +209.3% | +217.9% |
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