+9.3%
SBUX vs GGLL
+154.9%
-145.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +1.7% | +3.1% | -1.4% | +1.5% |
| 30D | +12.6% | -36.3% | +49.0% | +15.8% |
| 3M | +0.8% | -40.4% | +41.2% | +4.1% |
| 6M | +0.2% | -54.6% | +54.8% | +5.5% |
| YTD | +27.4% | -31.1% | +58.6% | +27.2% |
| 1Y | +31.5% | -19.2% | +50.7% | +28.6% |
| 3Y | +9.3% | +151.5% | -142.3% | -13.2% |
| All | +9.3% | +154.9% | -145.7% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling