+79.0%
IR vs GGLL
+195.8%
-116.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.3% |
| 7D | +5.0% | +6.3% | -1.3% | +4.1% |
| 30D | +10.3% | -35.1% | +45.4% | +16.5% |
| 3M | -0.1% | -37.7% | +37.6% | +5.9% |
| 6M | +14.8% | -54.1% | +68.9% | +26.5% |
| YTD | +9.7% | -29.4% | +39.2% | +11.1% |
| 1Y | +12.2% | -13.4% | +25.6% | +9.0% |
| 3Y | +30.0% | +158.3% | -128.3% | -2.9% |
| All | +79.0% | +195.8% | -116.8% | +31.0% |
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 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