-97.9%
IRE vs GGLL
-1.1%
-96.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -4.5% | -29.5% | -30.4% |
| 7D | -57.1% | -1.3% | -55.8% | -56.5% |
| 30D | -84.4% | -36.3% | -48.2% | -77.5% |
| 3M | -85.0% | -42.7% | -42.3% | -77.1% |
| 6M | -95.2% | -53.1% | -42.2% | -91.2% |
| YTD | -93.9% | -32.1% | -61.9% | -92.8% |
| 1Y | -98.8% | -20.1% | -78.8% | -99.0% |
| All | -97.9% | -1.1% | -96.8% | -98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling