+34.3%
REGN vs GGLL
+313.5%
-279.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | -6.0% | -5.8% | -0.2% | -5.5% |
| 30D | -0.4% | -7.2% | +6.8% | +0.2% |
| 3M | +32.0% | -17.5% | +49.5% | +33.3% |
| 6M | +3.0% | +5.1% | -2.0% | +1.5% |
| YTD | +3.2% | -1.3% | +4.5% | +2.0% |
| 1Y | +43.4% | +60.2% | -16.8% | +35.7% |
| 3Y | -3.6% | +230.8% | -234.4% | -17.5% |
| All | +34.3% | +313.5% | -279.3% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling