-30.2%
OPEN vs GGLL
+153.6%
-183.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.2% |
| 7D | -21.7% | +6.3% | -28.0% | -23.2% |
| 30D | -36.5% | -35.1% | -1.4% | -27.1% |
| 3M | -59.5% | -37.7% | -21.9% | -53.1% |
| 6M | -71.9% | -54.1% | -17.8% | -64.1% |
| YTD | -75.8% | -29.4% | -46.4% | -74.4% |
| 1Y | -78.5% | -13.4% | -65.1% | -78.9% |
| 3Y | -30.2% | +158.3% | -188.5% | -52.3% |
| All | -30.2% | +153.6% | -183.8% | -52.3% |
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 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