+116.8%
NDAQ vs GGLL
+166.5%
-49.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +1.3% | +7.7% | -6.4% | +0.6% |
| 30D | +18.0% | -30.2% | +48.2% | +21.2% |
| 3M | +11.5% | -31.3% | +42.8% | +14.6% |
| 6M | +21.1% | -52.1% | +73.2% | +28.2% |
| YTD | +12.8% | -25.9% | +38.7% | +13.6% |
| 1Y | +25.7% | -8.5% | +34.2% | +23.6% |
| 3Y | +116.8% | +165.5% | -48.7% | +87.0% |
| All | +116.8% | +166.5% | -49.7% | +87.0% |
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