+65.7%
M vs GGLL
+184.7%
-119.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | +7.7% | -36.3% | +44.0% | +16.9% |
| 3M | -4.4% | -42.7% | +38.3% | +5.9% |
| 6M | +27.5% | -53.1% | +80.6% | +45.7% |
| YTD | +12.8% | -32.1% | +44.8% | +15.9% |
| 1Y | +20.7% | -20.1% | +40.8% | +17.9% |
| 3Y | +111.3% | +151.7% | -40.4% | +48.1% |
| All | +65.7% | +184.7% | -119.0% | +14.5% |
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