+57.4%
IR vs GGLL
+328.7%
-271.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | -2.8% | -4.8% | +2.0% | -2.1% |
| 30D | -15.1% | -13.7% | -1.4% | -13.2% |
| 3M | +6.1% | -21.9% | +27.9% | +9.3% |
| 6M | -16.8% | +11.7% | -28.5% | -20.2% |
| YTD | -3.5% | +2.3% | -5.8% | -6.4% |
| 1Y | -3.5% | +76.2% | -79.7% | -15.9% |
| 3Y | +9.5% | +245.0% | -235.5% | -20.6% |
| All | +57.4% | +328.7% | -271.3% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling