+21.6%
LOW vs GGLL
+188.6%
-167.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | +7.4% | +3.1% | +4.3% | +7.1% |
| 30D | +24.5% | -36.3% | +60.8% | +29.3% |
| 3M | +3.5% | -40.4% | +43.8% | +8.0% |
| 6M | -2.6% | -54.6% | +52.0% | +4.2% |
| YTD | -4.8% | -31.1% | +26.3% | -3.5% |
| 1Y | -0.8% | -19.2% | +18.4% | -1.5% |
| 3Y | +22.8% | +151.5% | -128.7% | -2.1% |
| All | +21.6% | +188.6% | -167.0% | -9.0% |
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 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