-8.5%
S vs GGLL
+195.8%
-204.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.5% | +5.6% | +7.4% |
| 7D | +1.6% | +6.3% | -4.8% | 0.0% |
| 30D | -10.5% | -35.1% | +24.6% | -0.9% |
| 3M | +9.9% | -37.7% | +47.6% | +22.5% |
| 6M | +41.8% | -54.1% | +95.9% | +69.5% |
| YTD | +56.8% | -29.4% | +86.2% | +62.2% |
| 1Y | +39.0% | -13.4% | +52.4% | +33.4% |
| 3Y | +53.8% | +158.3% | -104.5% | -11.7% |
| All | -8.5% | +195.8% | -204.3% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling