+142.2%
SN vs GGLL
-16.8%
+159.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.5% | +2.7% |
| 7D | +7.6% | +6.3% | +1.3% | +7.0% |
| 30D | +24.1% | -35.1% | +59.2% | +29.1% |
| 3M | +23.7% | -37.7% | +61.4% | +29.1% |
| 6M | +105.5% | -54.1% | +159.6% | +124.4% |
| YTD | +105.1% | -29.4% | +134.5% | +96.3% |
| All | +142.2% | -16.8% | +159.0% | +127.7% |
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