+13.8%
IP vs GGLL
+151.4%
-137.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.7% |
| 7D | -5.0% | -1.3% | -3.7% | -4.9% |
| 30D | +6.5% | -36.3% | +42.8% | +8.7% |
| 3M | -18.0% | -42.7% | +24.6% | -16.0% |
| 6M | +10.3% | -53.1% | +63.4% | +14.2% |
| YTD | -9.9% | -32.1% | +22.2% | -9.9% |
| 1Y | -1.1% | -20.1% | +19.0% | -2.7% |
| All | +13.8% | +151.4% | -137.6% | +1.5% |
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