+121.9%
MAR vs GGLL
+328.7%
-206.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.5% |
| 7D | -4.2% | -4.8% | +0.6% | -3.5% |
| 30D | -6.7% | -13.7% | +7.0% | -4.8% |
| 3M | -12.5% | -21.9% | +9.4% | -10.2% |
| 6M | +0.6% | +11.7% | -11.1% | -3.4% |
| YTD | +9.1% | +2.3% | +6.8% | +5.9% |
| 1Y | +26.2% | +76.2% | -50.0% | +10.3% |
| 3Y | +68.2% | +245.0% | -176.8% | +21.9% |
| All | +121.9% | +328.7% | -206.8% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling