-38.6%
RUN vs GGLL
+253.9%
-292.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | +1.3% | -4.8% | +6.0% | +2.5% |
| 30D | -15.3% | -13.7% | -1.6% | -12.1% |
| 3M | -40.0% | -21.9% | -18.2% | -36.7% |
| 6M | -27.0% | +11.7% | -38.6% | -30.4% |
| YTD | -51.7% | +2.3% | -54.0% | -53.3% |
| 1Y | -45.9% | +76.2% | -122.1% | -54.4% |
| All | -38.6% | +253.9% | -292.5% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling