+38.2%
SITM vs GGLL
-17.3%
+55.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -0.1% | +5.1% | -5.2% | -1.3% |
| 30D | -27.4% | -35.5% | +8.1% | -19.2% |
| 3M | -35.6% | -39.2% | +3.6% | -27.4% |
| 6M | -46.6% | -54.4% | +7.7% | -34.2% |
| YTD | +25.8% | -29.8% | +55.7% | +21.2% |
| 1Y | +38.2% | -20.4% | +58.7% | +24.5% |
| All | +38.2% | -17.3% | +55.6% | +24.5% |
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