+50.3%
INTC vs GGLL
+154.9%
-104.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.4% | +6.3% | +7.4% |
| 7D | -14.4% | +3.1% | -17.5% | -15.0% |
| 30D | -50.2% | -36.3% | -13.9% | -45.2% |
| 3M | -43.6% | -40.4% | -3.3% | -37.2% |
| 6M | -50.2% | -54.6% | +4.4% | -41.6% |
| YTD | +52.5% | -31.1% | +83.7% | +59.3% |
| 1Y | +51.1% | -19.2% | +70.3% | +52.0% |
| 3Y | +50.3% | +151.5% | -101.2% | +12.7% |
| All | +50.3% | +154.9% | -104.7% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling