-67.0%
SMR vs GGLL
+210.8%
-277.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | -8.3% | +7.7% | -15.9% | -10.8% |
| 30D | -20.1% | -30.2% | +10.1% | -10.9% |
| 3M | -52.7% | -31.3% | -21.4% | -47.2% |
| 6M | -61.0% | -52.1% | -8.9% | -51.3% |
| YTD | -67.1% | -25.9% | -41.3% | -66.2% |
| 1Y | -79.9% | -8.5% | -71.4% | -81.2% |
| 3Y | +101.7% | +165.5% | -63.8% | +31.0% |
| All | -67.0% | +210.8% | -277.8% | -78.2% |
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