+26.5%
NDAQ vs GGLL
-15.6%
+42.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.6% |
| 7D | 0.0% | +2.9% | -2.9% | -0.2% |
| 30D | +16.3% | -33.1% | +49.5% | +19.2% |
| 3M | +15.8% | -31.2% | +47.0% | +18.2% |
| 6M | +24.8% | -49.4% | +74.2% | +30.6% |
| YTD | +14.1% | -26.8% | +40.9% | +15.2% |
| 1Y | +26.5% | -17.7% | +44.2% | +26.7% |
| All | +26.5% | -15.6% | +42.1% | +26.7% |
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