+403.1%
PL vs GGLL
+151.4%
+251.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.6% | -8.8% |
| 7D | -20.5% | -1.3% | -19.2% | -20.3% |
| 30D | -38.8% | -36.3% | -2.5% | -30.8% |
| 3M | -49.1% | -42.7% | -6.4% | -40.9% |
| 6M | -69.4% | -53.1% | -16.3% | -62.7% |
| YTD | -42.3% | -32.1% | -10.3% | -39.3% |
| 1Y | -14.2% | -20.1% | +5.9% | -16.2% |
| All | +403.1% | +151.4% | +251.7% | +211.0% |
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 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