-97.7%
IRE vs GGLL
-11.6%
-86.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +6.5% | -29.8% | -28.1% |
| 7D | -46.8% | -23.1% | -23.7% | -36.4% |
| 30D | -75.5% | -32.9% | -42.6% | -66.7% |
| 3M | -79.4% | -44.9% | -34.5% | -68.2% |
| 6M | -91.3% | -49.5% | -41.8% | -85.1% |
| YTD | -90.8% | -28.9% | -61.9% | -89.7% |
| 1Y | -97.7% | -12.2% | -85.5% | -98.3% |
| All | -97.7% | -11.6% | -86.1% | -98.3% |
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