+27.4%
M vs GGLL
-11.0%
+38.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.7% |
| 7D | +7.0% | +7.7% | -0.7% | +6.4% |
| 30D | +8.9% | -30.2% | +39.1% | +11.3% |
| 3M | +4.5% | -31.3% | +35.8% | +6.8% |
| 6M | +36.2% | -52.1% | +88.3% | +42.6% |
| YTD | +15.1% | -25.9% | +41.0% | +15.8% |
| 1Y | +27.4% | -8.5% | +35.9% | +27.0% |
| All | +27.4% | -11.0% | +38.5% | +27.0% |
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 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