+28.1%
SE vs GGLL
+210.8%
-182.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.7% |
| 7D | -0.5% | +7.7% | -8.2% | -2.6% |
| 30D | -20.9% | -30.2% | +9.3% | -14.0% |
| 3M | -38.9% | -31.3% | -7.6% | -33.4% |
| 6M | -19.4% | -52.1% | +32.7% | -4.3% |
| YTD | -40.9% | -25.9% | -15.1% | -39.8% |
| 1Y | -46.2% | -8.5% | -37.7% | -49.0% |
| 3Y | +63.7% | +165.5% | -101.8% | -7.5% |
| All | +28.1% | +210.8% | -182.7% | -39.3% |
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