+38.4%
S vs GGLL
+151.4%
-113.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.5% | -4.3% | -7.9% |
| 7D | -16.7% | -1.3% | -15.4% | -16.4% |
| 30D | -17.0% | -36.3% | +19.3% | -9.8% |
| 3M | +2.0% | -42.7% | +44.7% | +12.9% |
| 6M | +35.1% | -53.1% | +88.1% | +54.1% |
| YTD | +42.8% | -32.1% | +74.9% | +48.1% |
| 1Y | +27.7% | -20.1% | +47.8% | +26.5% |
| All | +38.4% | +151.4% | -113.1% | +9.2% |
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