+40.4%
O vs GGLL
+157.4%
-117.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +3.5% | +5.1% | -1.6% | +3.6% |
| 30D | +10.4% | -35.5% | +45.9% | +10.0% |
| 3M | -2.4% | -39.2% | +36.7% | -2.8% |
| 6M | -1.2% | -54.4% | +53.2% | -1.6% |
| YTD | +10.4% | -29.8% | +40.2% | +10.0% |
| 1Y | +11.4% | -20.4% | +31.8% | +11.1% |
| 3Y | +40.4% | +149.7% | -109.3% | +41.7% |
| All | +40.4% | +157.4% | -117.0% | +41.7% |
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 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