+15.8%
Q vs GGLL
-8.3%
+24.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.5% | -2.9% | -6.8% |
| 7D | -10.3% | -1.3% | -9.0% | -10.1% |
| 30D | -17.7% | -36.3% | +18.6% | -13.3% |
| 3M | -18.8% | -42.7% | +23.9% | -13.4% |
| 6M | -24.8% | -53.1% | +28.3% | -17.2% |
| YTD | +35.0% | -32.1% | +67.1% | +30.5% |
| 1Y | +10.7% | -20.1% | +30.8% | +2.6% |
| All | +15.8% | -8.3% | +24.1% | +5.0% |
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