+51.2%
INTC vs GGLL
-17.3%
+68.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -4.0% | +5.1% | -9.1% | -5.2% |
| 30D | -44.5% | -35.5% | -9.0% | -38.2% |
| 3M | -40.4% | -39.2% | -1.2% | -32.8% |
| 6M | -53.5% | -54.4% | +0.9% | -42.5% |
| YTD | +57.5% | -29.8% | +87.4% | +55.8% |
| 1Y | +51.2% | -20.4% | +71.6% | +42.6% |
| All | +51.2% | -17.3% | +68.5% | +42.6% |
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