+108.4%
M vs GGLL
+154.9%
-46.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.4% | -6.0% | -4.9% |
| 7D | -4.3% | +3.1% | -7.4% | -4.8% |
| 30D | +1.3% | -36.3% | +37.6% | +9.8% |
| 3M | -7.4% | -40.4% | +33.0% | +1.5% |
| 6M | +18.3% | -54.6% | +73.0% | +36.3% |
| YTD | +7.6% | -31.1% | +38.7% | +9.9% |
| 1Y | +17.4% | -19.2% | +36.6% | +13.7% |
| 3Y | +108.4% | +151.5% | -43.2% | +57.8% |
| All | +108.4% | +154.9% | -46.6% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling