+449.1%
PL vs GGLL
+245.5%
+203.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.5% |
| 7D | -9.3% | -4.8% | -4.5% | -8.0% |
| 30D | -18.9% | -13.7% | -5.2% | -15.5% |
| 3M | -58.4% | -21.9% | -36.5% | -55.8% |
| 6M | -30.3% | +11.7% | -42.0% | -35.4% |
| YTD | -8.1% | +2.3% | -10.4% | -13.2% |
| 1Y | +180.5% | +76.2% | +104.3% | +110.0% |
| All | +449.1% | +245.5% | +203.6% | +199.4% |
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