-19.5%
SAP vs GGLL
+80.0%
-99.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -2.9% | -4.8% | +1.9% | -2.4% |
| 30D | +9.0% | -13.7% | +22.7% | +10.5% |
| 3M | +14.9% | -21.9% | +36.8% | +16.7% |
| 6M | +11.9% | +11.7% | +0.2% | +8.2% |
| YTD | -9.9% | +2.3% | -12.2% | -12.1% |
| 1Y | -19.5% | +76.2% | -95.7% | -21.6% |
| All | -19.5% | +80.0% | -99.5% | -21.6% |
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 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