+158.9%
SN vs GGLL
-11.6%
+170.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.5% | -2.4% | +3.5% |
| 7D | +10.6% | -23.1% | +33.7% | +12.7% |
| 30D | +20.0% | -32.9% | +52.9% | +24.5% |
| 3M | +30.4% | -44.9% | +75.2% | +38.3% |
| 6M | +91.0% | -49.5% | +140.5% | +104.7% |
| YTD | +95.9% | -28.9% | +124.8% | +88.3% |
| 1Y | +158.9% | -12.2% | +171.1% | +142.3% |
| All | +158.9% | -11.6% | +170.5% | +142.3% |
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