-64.0%
SMR vs GGLL
+188.6%
-252.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.4% | +14.9% | +15.8% |
| 7D | -9.6% | +3.1% | -12.7% | -10.5% |
| 30D | -33.8% | -36.3% | +2.6% | -23.5% |
| 3M | -46.4% | -40.4% | -6.0% | -37.2% |
| 6M | -62.4% | -54.6% | -7.8% | -52.3% |
| YTD | -64.1% | -31.1% | -33.0% | -62.1% |
| 1Y | -84.3% | -19.2% | -65.2% | -84.7% |
| 3Y | +55.8% | +151.5% | -95.7% | +3.9% |
| All | -64.0% | +188.6% | -252.7% | -75.6% |
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