+39.2%
S vs GGLL
-11.6%
+50.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +0.8% |
| 7D | -8.2% | -23.1% | +14.9% | -5.6% |
| 30D | -7.6% | -32.9% | +25.3% | -2.9% |
| 3M | +12.0% | -44.9% | +56.8% | +20.8% |
| 6M | +50.6% | -49.5% | +100.1% | +61.4% |
| YTD | +56.6% | -28.9% | +85.5% | +59.8% |
| 1Y | +39.2% | -12.2% | +51.4% | +39.7% |
| All | +39.2% | -11.6% | +50.9% | +39.7% |
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