+12.3%
QQQ vs GGLL
-11.6%
+23.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | 0.0% |
| 7D | -4.6% | -23.1% | +18.5% | -1.6% |
| 30D | -8.5% | -32.9% | +24.4% | -3.7% |
| 3M | -4.3% | -44.9% | +40.6% | +3.5% |
| 6M | +3.1% | -49.5% | +52.6% | +12.3% |
| YTD | +13.0% | -28.9% | +41.9% | +13.3% |
| 1Y | +12.3% | -12.2% | +24.5% | +7.8% |
| All | +12.3% | -11.6% | +23.9% | +7.8% |
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 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