-97.6%
IRE vs GGLL
+2.2%
-99.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.6% | -15.2% | -15.3% |
| 7D | -41.9% | +5.1% | -47.0% | -44.0% |
| 30D | -75.1% | -35.5% | -39.6% | -64.2% |
| 3M | -82.4% | -39.2% | -43.2% | -74.2% |
| 6M | -95.5% | -54.4% | -41.2% | -91.5% |
| YTD | -93.1% | -29.8% | -63.2% | -91.9% |
| 1Y | -97.8% | -20.4% | -77.4% | -97.9% |
| All | -97.6% | +2.2% | -99.8% | -98.6% |
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 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