-41.4%
OPEN vs GGLL
+166.5%
-207.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.9% |
| 7D | -15.0% | +7.7% | -22.7% | -17.3% |
| 30D | -40.2% | -30.2% | -10.0% | -33.2% |
| 3M | -67.4% | -31.3% | -36.1% | -63.5% |
| 6M | -74.0% | -52.1% | -21.9% | -67.3% |
| YTD | -79.6% | -25.9% | -53.7% | -78.8% |
| 1Y | -86.1% | -8.5% | -77.6% | -86.7% |
| 3Y | -41.4% | +165.5% | -206.9% | -60.5% |
| All | -41.4% | +166.5% | -207.9% | -60.5% |
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