+336.9%
NET vs GGLL
+198.0%
+138.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -4.7% |
| 7D | -16.4% | -23.1% | +6.7% | -10.3% |
| 30D | -25.8% | -32.9% | +7.0% | -16.9% |
| 3M | -11.5% | -44.9% | +33.4% | +5.2% |
| 6M | +18.9% | -49.5% | +68.4% | +42.2% |
| YTD | +35.2% | -28.9% | +64.1% | +37.4% |
| 1Y | +14.5% | -12.2% | +26.6% | +5.2% |
| 3Y | +313.8% | +163.5% | +150.3% | +84.2% |
| All | +336.9% | +198.0% | +138.9% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling