+9.7%
O vs GGLL
-11.0%
+20.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.8% |
| 7D | -0.4% | +7.7% | -8.0% | -0.3% |
| 30D | +7.1% | -30.2% | +37.3% | +6.6% |
| 3M | -5.2% | -31.3% | +26.0% | -5.7% |
| 6M | -1.8% | -52.1% | +50.3% | -2.2% |
| YTD | +9.1% | -25.9% | +34.9% | +7.4% |
| 1Y | +9.7% | -8.5% | +18.1% | +8.3% |
| All | +9.7% | -11.0% | +20.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling