-52.3%
IRE vs GGLL
+12.0%
-64.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.3% | +16.3% | +15.5% |
| 7D | +54.8% | -4.8% | +59.6% | +59.2% |
| 30D | +18.4% | -13.7% | +32.1% | +28.5% |
| 3M | -66.7% | -21.9% | -44.9% | -59.6% |
| 6M | -52.3% | +11.7% | -64.0% | -65.1% |
| All | -52.3% | +12.0% | -64.3% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling