+357.1%
NET vs GGLL
+328.7%
+28.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.2% |
| 7D | -7.0% | -4.8% | -2.2% | -5.5% |
| 30D | -4.8% | -13.7% | +8.9% | -0.2% |
| 3M | +3.8% | -21.9% | +25.7% | +10.6% |
| 6M | +50.0% | +11.7% | +38.4% | +35.0% |
| YTD | +41.5% | +2.3% | +39.2% | +30.3% |
| 1Y | +32.8% | +76.2% | -43.3% | -4.8% |
| 3Y | +335.9% | +245.0% | +90.9% | +86.4% |
| All | +357.1% | +328.7% | +28.4% | +59.9% |
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