+119.9%
NDAQ vs GGLL
+152.2%
-32.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +2.9% | +5.1% | -2.2% | +2.4% |
| 30D | +17.5% | -35.5% | +53.0% | +21.6% |
| 3M | +15.4% | -39.2% | +54.6% | +20.0% |
| 6M | +24.6% | -54.4% | +79.0% | +32.5% |
| YTD | +14.4% | -29.8% | +44.3% | +15.8% |
| 1Y | +26.9% | -20.4% | +47.3% | +26.5% |
| All | +119.9% | +152.2% | -32.3% | +90.6% |
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