-70.3%
OPEN vs GGLL
+194.0%
-264.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.6% | -6.5% | -6.8% |
| 7D | -24.7% | +5.1% | -29.8% | -26.3% |
| 30D | -41.0% | -35.5% | -5.5% | -28.7% |
| 3M | -62.4% | -39.2% | -23.2% | -53.5% |
| 6M | -73.9% | -54.4% | -19.5% | -63.5% |
| YTD | -77.5% | -29.8% | -47.7% | -76.1% |
| 1Y | -83.6% | -20.4% | -63.2% | -83.8% |
| 3Y | -37.0% | +149.7% | -186.8% | -75.3% |
| All | -70.3% | +194.0% | -264.3% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling