-28.6%
OPEN vs GGLL
+328.7%
-357.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +3.0% | +1.8% |
| 7D | -4.3% | -4.8% | +0.5% | -1.9% |
| 30D | -16.2% | -13.7% | -2.5% | -10.1% |
| 3M | -36.4% | -21.9% | -14.5% | -29.1% |
| 6M | -35.5% | +11.7% | -47.1% | -43.0% |
| YTD | -46.0% | +2.3% | -48.2% | -50.6% |
| 1Y | -47.1% | +76.2% | -123.3% | -64.5% |
| 3Y | -19.0% | +245.0% | -264.0% | -71.6% |
| All | -28.6% | +328.7% | -357.2% | -80.9% |
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