+4,727.7%
SNDK vs GGLL
+148.2%
+4,579.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +13.1% | +1.9% | +11.2% | +12.1% |
| 30D | +43.4% | -9.7% | +53.1% | +48.4% |
| 3M | +5.8% | -18.0% | +23.9% | +12.0% |
| 6M | +229.6% | +15.3% | +214.3% | +182.9% |
| YTD | +632.2% | +2.2% | +630.0% | +565.0% |
| 1Y | +2,365.4% | +73.1% | +2,292.3% | +1,652.0% |
| All | +4,727.7% | +148.2% | +4,579.6% | +2,351.2% |
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