+70.1%
SE vs GGLL
+151.4%
-81.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.5% | -1.2% | -4.8% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -21.7% | -36.3% | +14.6% | -14.9% |
| 3M | -34.2% | -42.7% | +8.5% | -27.2% |
| 6M | -10.5% | -53.1% | +42.6% | +2.2% |
| YTD | -40.7% | -32.1% | -8.6% | -38.6% |
| 1Y | -52.1% | -20.1% | -32.0% | -52.3% |
| All | +70.1% | +151.4% | -81.4% | +23.9% |
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