+38.8%
M vs GGLL
+80.0%
-41.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | +4.7% | -4.8% | +9.5% | +5.3% |
| 30D | -9.6% | -13.7% | +4.0% | -8.0% |
| 3M | +0.9% | -21.9% | +22.7% | +3.6% |
| 6M | +22.3% | +11.7% | +10.6% | +18.3% |
| YTD | +6.5% | +2.3% | +4.2% | +3.8% |
| 1Y | +38.8% | +76.2% | -37.4% | +9.6% |
| All | +38.8% | +80.0% | -41.2% | +9.6% |
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