+41.3%
SBUX vs GGLL
-11.6%
+52.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.5% | -1.8% | +4.6% |
| 7D | +6.3% | -23.1% | +29.4% | +6.3% |
| 30D | +16.2% | -32.9% | +49.1% | +16.5% |
| 3M | +5.1% | -44.9% | +50.0% | +5.9% |
| 6M | +5.7% | -49.5% | +55.2% | +7.4% |
| YTD | +32.6% | -28.9% | +61.5% | +26.6% |
| 1Y | +41.3% | -12.2% | +53.5% | +35.2% |
| All | +41.3% | -11.6% | +52.9% | +35.2% |
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 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