-8.8%
IT vs GGLL
-11.6%
+2.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.1% | +1.4% |
| 7D | -5.5% | -23.1% | +17.6% | -5.4% |
| 30D | +10.3% | -32.9% | +43.2% | +10.9% |
| 3M | +11.5% | -44.9% | +56.4% | +12.0% |
| 6M | +40.3% | -49.5% | +89.8% | +40.5% |
| YTD | -17.9% | -28.9% | +11.0% | -15.6% |
| 1Y | -8.8% | -12.2% | +3.4% | -7.2% |
| All | -8.8% | -11.6% | +2.8% | -7.2% |
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