+34.5%
S vs GGLL
-11.0%
+45.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +2.0% | +7.7% | -5.7% | +0.8% |
| 30D | -2.7% | -30.2% | +27.5% | +1.7% |
| 3M | -6.9% | -31.3% | +24.4% | -2.6% |
| 6M | +38.1% | -52.1% | +90.1% | +47.9% |
| YTD | +48.0% | -25.9% | +73.9% | +50.2% |
| 1Y | +34.5% | -8.5% | +42.9% | +37.5% |
| All | +34.5% | -11.0% | +45.5% | +37.5% |
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