+57.4%
INTC vs GGLL
-11.6%
+69.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.5% | -10.3% | -5.5% |
| 7D | -39.0% | -23.1% | -15.9% | -35.4% |
| 30D | -49.8% | -32.9% | -17.0% | -44.9% |
| 3M | -42.2% | -44.9% | +2.7% | -33.5% |
| 6M | -39.2% | -49.5% | +10.4% | -28.1% |
| YTD | +57.9% | -28.9% | +86.8% | +56.3% |
| 1Y | +57.4% | -12.2% | +69.6% | +48.6% |
| All | +57.4% | -11.6% | +69.0% | +48.6% |
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 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