+18.0%
Q vs GGLL
-11.6%
+29.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.9% |
| 7D | -3.3% | -23.1% | +19.8% | -0.5% |
| 30D | -9.7% | -32.9% | +23.2% | -5.3% |
| 3M | -16.1% | -44.9% | +28.8% | -9.5% |
| 6M | -15.7% | -49.5% | +33.8% | -7.9% |
| YTD | +45.7% | -28.9% | +74.6% | +39.0% |
| 1Y | +18.0% | -12.2% | +30.2% | +4.1% |
| All | +18.0% | -11.6% | +29.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling