+193.2%
SAP vs GGLL
+195.8%
-2.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.3% |
| 7D | +1.6% | +6.3% | -4.7% | +0.6% |
| 30D | +10.5% | -35.1% | +45.6% | +17.5% |
| 3M | +15.2% | -37.7% | +52.8% | +22.9% |
| 6M | +36.7% | -54.1% | +90.8% | +51.7% |
| YTD | -0.6% | -29.4% | +28.9% | +1.3% |
| 1Y | -4.1% | -13.4% | +9.3% | -6.4% |
| 3Y | +73.2% | +158.3% | -85.1% | +25.2% |
| All | +193.2% | +195.8% | -2.6% | +98.8% |
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