+526.6%
SITM vs GGLL
+328.7%
+197.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.3% | +8.9% | +7.6% |
| 7D | +9.7% | -4.8% | +14.5% | +12.0% |
| 30D | +12.7% | -13.7% | +26.4% | +19.4% |
| 3M | -13.4% | -21.9% | +8.4% | -6.3% |
| 6M | +59.6% | +11.7% | +48.0% | +40.7% |
| YTD | +73.3% | +2.3% | +71.0% | +57.9% |
| 1Y | +165.5% | +76.2% | +89.4% | +79.5% |
| 3Y | +368.7% | +245.0% | +123.7% | +98.6% |
| All | +526.6% | +328.7% | +197.9% | +124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling