+70.3%
SE vs GGLL
+154.9%
-84.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +2.0% | +3.1% | -1.1% | +1.4% |
| 30D | -20.0% | -36.3% | +16.3% | -13.0% |
| 3M | -31.8% | -40.4% | +8.6% | -25.2% |
| 6M | -15.9% | -54.6% | +38.7% | -3.2% |
| YTD | -40.6% | -31.1% | -9.5% | -38.6% |
| 1Y | -50.7% | -19.2% | -31.5% | -51.1% |
| 3Y | +70.3% | +151.5% | -81.2% | +23.7% |
| All | +70.3% | +154.9% | -84.6% | +23.7% |
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