-35.7%
IT vs GGLL
+217.5%
-253.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.5% |
| 7D | -3.7% | +11.5% | -15.2% | -4.8% |
| 30D | -3.1% | -31.2% | +28.1% | +0.4% |
| 3M | +6.3% | -28.7% | +35.0% | +9.6% |
| 6M | +24.8% | -47.2% | +72.0% | +32.2% |
| YTD | -24.4% | -24.3% | -0.1% | -24.2% |
| 1Y | -17.1% | -12.0% | -5.1% | -19.2% |
| 3Y | -53.6% | +169.6% | -223.3% | -64.8% |
| All | -35.7% | +217.5% | -253.2% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling