+319.5%
SN vs GGLL
+253.8%
+65.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.6% |
| 7D | -9.3% | -4.8% | -4.6% | -8.5% |
| 30D | -4.8% | -13.7% | +8.9% | -2.2% |
| 3M | +40.4% | -21.9% | +62.3% | +45.5% |
| 6M | +50.9% | +11.7% | +39.3% | +42.1% |
| YTD | +54.9% | +2.3% | +52.7% | +48.2% |
| 1Y | +43.0% | +76.2% | -33.1% | +18.8% |
| 3Y | +391.8% | +245.0% | +146.8% | +226.9% |
| All | +319.5% | +253.8% | +65.7% | +177.1% |
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