+21.2%
RF vs GGLL
-16.9%
+38.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.3% | -1.9% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | +5.0% | -36.3% | +41.3% | +7.2% |
| 3M | -10.0% | -42.7% | +32.7% | -7.6% |
| 6M | +3.3% | -53.1% | +56.4% | +7.2% |
| YTD | +7.9% | -32.1% | +40.0% | +7.1% |
| 1Y | +21.2% | -20.1% | +41.3% | +19.7% |
| All | +21.2% | -16.9% | +38.2% | +19.7% |
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 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