+37.1%
REGN vs GGLL
+328.4%
-291.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +3.4% | -9.7% | +13.2% | +4.3% |
| 3M | +32.7% | -18.0% | +50.7% | +34.1% |
| 6M | +6.9% | +15.3% | -8.3% | +4.5% |
| YTD | +5.4% | +2.2% | +3.2% | +3.9% |
| 1Y | +45.8% | +73.1% | -27.2% | +37.0% |
| 3Y | -1.5% | +242.7% | -244.2% | -15.9% |
| All | +37.1% | +328.4% | -291.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling