+11.4%
O vs GGLL
+328.7%
-317.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -0.7% | -4.8% | +4.0% | -0.6% |
| 30D | -1.9% | -13.7% | +11.8% | -1.6% |
| 3M | +3.8% | -21.9% | +25.7% | +4.3% |
| 6M | -4.7% | +11.7% | -16.4% | -5.5% |
| YTD | +12.5% | +2.3% | +10.2% | +11.8% |
| 1Y | +10.8% | +76.2% | -65.3% | +8.1% |
| 3Y | +28.8% | +245.0% | -216.2% | +18.2% |
| All | +11.4% | +328.7% | -317.3% | -0.6% |
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