+37.6%
S vs GGLL
-15.6%
+53.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.8% |
| 7D | +1.2% | +2.9% | -1.7% | +0.8% |
| 30D | -7.3% | -33.1% | +25.8% | -2.2% |
| 3M | +5.9% | -31.2% | +37.1% | +10.9% |
| 6M | +45.6% | -49.4% | +95.0% | +56.3% |
| YTD | +58.5% | -26.8% | +85.4% | +60.9% |
| 1Y | +37.6% | -17.7% | +55.3% | +39.2% |
| All | +37.6% | -15.6% | +53.2% | +39.2% |
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 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