-37.2%
IT vs GGLL
+328.7%
-365.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.3% |
| 7D | -6.0% | -4.8% | -1.3% | -5.5% |
| 30D | 0.0% | -13.7% | +13.7% | +1.8% |
| 3M | +13.1% | -21.9% | +34.9% | +15.7% |
| 6M | +11.7% | +11.7% | 0.0% | +7.7% |
| YTD | -26.1% | +2.3% | -28.4% | -27.9% |
| 1Y | -21.3% | +76.2% | -97.4% | -30.1% |
| 3Y | -46.7% | +245.0% | -291.7% | -60.4% |
| All | -37.2% | +328.7% | -365.9% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling