+450.0%
SN vs GGLL
+166.5%
+283.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.2% |
| 7D | +1.5% | +7.7% | -6.1% | +0.1% |
| 30D | +21.5% | -30.2% | +51.7% | +28.4% |
| 3M | +20.0% | -31.3% | +51.3% | +26.9% |
| 6M | +119.9% | -52.1% | +172.0% | +147.7% |
| YTD | +102.3% | -25.9% | +128.2% | +102.1% |
| 1Y | +148.0% | -8.5% | +156.4% | +134.4% |
| 3Y | +450.0% | +165.5% | +284.5% | +274.3% |
| All | +450.0% | +166.5% | +283.5% | +274.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling