-97.5%
IRE vs GGLL
-15.1%
-82.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.5% | -17.0% | -16.2% |
| 7D | +11.1% | +11.5% | -0.4% | +2.2% |
| 30D | -75.2% | -31.2% | -43.9% | -66.6% |
| 3M | -86.4% | -28.7% | -57.7% | -82.5% |
| 6M | -94.8% | -47.2% | -47.6% | -91.6% |
| YTD | -93.3% | -24.3% | -69.0% | -92.6% |
| 1Y | -97.5% | -12.0% | -85.5% | -97.6% |
| All | -97.5% | -15.1% | -82.4% | -97.6% |
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