+12.6%
IR vs GGLL
-16.8%
+29.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.5% |
| 7D | +5.0% | +6.3% | -1.3% | +4.6% |
| 30D | +10.3% | -35.1% | +45.4% | +13.5% |
| 3M | -0.1% | -37.7% | +37.6% | +3.0% |
| 6M | +14.8% | -54.1% | +68.9% | +22.8% |
| YTD | +9.7% | -29.4% | +39.2% | +6.9% |
| All | +12.6% | -16.8% | +29.4% | +8.0% |
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