+82.0%
NDAQ vs GGLL
+188.6%
-106.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +0.8% | +3.1% | -2.3% | +0.5% |
| 30D | +16.5% | -36.3% | +52.9% | +22.0% |
| 3M | +13.5% | -40.4% | +53.9% | +19.6% |
| 6M | +20.9% | -54.6% | +75.5% | +30.9% |
| YTD | +11.4% | -31.1% | +42.5% | +13.3% |
| 1Y | +25.9% | -19.2% | +45.1% | +24.8% |
| 3Y | +119.9% | +151.5% | -31.7% | +70.7% |
| All | +82.0% | +188.6% | -106.6% | +34.4% |
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