+6.9%
IR vs GGLL
-19.4%
+26.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.3% |
| 7D | +3.7% | +3.1% | +0.6% | +3.5% |
| 30D | +7.4% | -36.3% | +43.8% | +10.5% |
| 3M | -5.9% | -40.4% | +34.4% | -2.7% |
| 6M | +5.6% | -54.6% | +60.2% | +12.6% |
| YTD | +4.8% | -31.1% | +36.0% | +2.5% |
| 1Y | +6.9% | -19.2% | +26.1% | +3.1% |
| All | +6.9% | -19.4% | +26.4% | +3.1% |
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