-68.3%
OPEN vs GGLL
+188.6%
-256.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.4% | -23.2% | -22.5% |
| 7D | -22.2% | +3.1% | -25.3% | -23.2% |
| 30D | -38.3% | -36.3% | -2.0% | -25.1% |
| 3M | -59.4% | -40.4% | -19.0% | -49.4% |
| 6M | -74.4% | -54.6% | -19.7% | -64.1% |
| YTD | -76.0% | -31.1% | -44.8% | -74.2% |
| 1Y | -78.7% | -19.2% | -59.5% | -79.1% |
| 3Y | -30.0% | +151.5% | -181.5% | -72.9% |
| All | -68.3% | +188.6% | -256.9% | -90.0% |
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