+240.6%
P vs GGLL
+328.7%
-88.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.0% |
| 7D | +6.5% | -4.8% | +11.3% | +7.9% |
| 30D | +18.8% | -13.7% | +32.5% | +22.9% |
| 3M | +26.7% | -21.9% | +48.6% | +32.8% |
| 6M | +62.2% | +11.7% | +50.5% | +48.4% |
| YTD | +48.5% | +2.3% | +46.2% | +39.2% |
| 1Y | +26.4% | +76.2% | -49.8% | -2.0% |
| 3Y | +159.4% | +245.0% | -85.6% | +55.1% |
| All | +240.6% | +328.7% | -88.1% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling