-31.4%
SMR vs GGLL
+328.7%
-360.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.4% |
| 7D | +4.4% | -4.8% | +9.2% | +6.3% |
| 30D | +3.4% | -13.7% | +17.1% | +8.7% |
| 3M | -19.2% | -21.9% | +2.7% | -13.3% |
| 6M | -22.6% | +11.7% | -34.3% | -29.1% |
| YTD | -31.5% | +2.3% | -33.8% | -35.7% |
| 1Y | -73.1% | +76.2% | -149.3% | -79.8% |
| 3Y | +55.0% | +245.0% | -190.0% | -7.1% |
| All | -31.4% | +328.7% | -360.0% | -58.5% |
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 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