+200.7%
SAP vs GGLL
+184.7%
+16.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +5.9% | +2.2% |
| 7D | +4.0% | -1.3% | +5.3% | +4.2% |
| 30D | +15.7% | -36.3% | +52.0% | +23.3% |
| 3M | +23.4% | -42.7% | +66.1% | +33.5% |
| 6M | +41.3% | -53.1% | +94.3% | +56.1% |
| YTD | +2.0% | -32.1% | +34.1% | +4.6% |
| 1Y | -5.1% | -20.1% | +15.0% | -6.0% |
| 3Y | +82.1% | +151.7% | -69.6% | +32.0% |
| All | +200.7% | +184.7% | +16.1% | +105.2% |
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 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