+104.6%
INTC vs GGLL
+210.8%
-106.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +6.0% | +7.7% | -1.7% | +4.0% |
| 30D | -39.2% | -30.2% | -9.0% | -33.8% |
| 3M | -42.9% | -31.3% | -11.7% | -37.9% |
| 6M | -50.4% | -52.1% | +1.7% | -41.5% |
| YTD | +61.7% | -25.9% | +87.5% | +66.6% |
| 1Y | +66.1% | -8.5% | +74.6% | +61.7% |
| 3Y | +58.1% | +165.5% | -107.4% | +4.7% |
| All | +104.6% | +210.8% | -106.2% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling