+425.4%
SN vs GGLL
+134.9%
+290.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.2% |
| 7D | +3.8% | -1.3% | +5.1% | +4.0% |
| 30D | +17.5% | -36.3% | +53.8% | +26.1% |
| 3M | +19.2% | -42.7% | +61.9% | +30.2% |
| 6M | +84.9% | -53.1% | +138.0% | +107.4% |
| YTD | +94.0% | -32.1% | +126.1% | +97.2% |
| 1Y | +151.3% | -20.1% | +171.4% | +144.7% |
| 3Y | +387.1% | +151.7% | +235.3% | +244.5% |
| All | +425.4% | +134.9% | +290.4% | +268.8% |
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