+25.1%
RF vs GGLL
-11.6%
+36.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +1.2% |
| 7D | +2.3% | -23.1% | +25.4% | +3.3% |
| 30D | +7.2% | -32.9% | +40.1% | +9.2% |
| 3M | -8.2% | -44.9% | +36.7% | -5.4% |
| 6M | +7.0% | -49.5% | +56.6% | +10.6% |
| YTD | +10.3% | -28.9% | +39.2% | +9.2% |
| 1Y | +25.1% | -12.2% | +37.3% | +22.9% |
| All | +25.1% | -11.6% | +36.7% | +22.9% |
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