-42.1%
SNDK vs GGLL
-31.0%
-11.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.1% | -3.5% | -5.0% |
| 7D | +6.0% | +7.7% | -1.7% | +4.0% |
| 30D | -36.9% | -30.2% | -6.7% | -36.2% |
| 3M | -42.1% | -31.3% | -10.8% | -40.8% |
| All | -42.1% | -31.0% | -11.1% | -40.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling