+4,800.5%
SNDK vs GGLL
+137.0%
+4,663.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +3.3% |
| 7D | +13.6% | -3.9% | +17.5% | +15.1% |
| 30D | +42.5% | -15.4% | +57.9% | +51.2% |
| 3M | +7.1% | -21.9% | +29.0% | +15.5% |
| 6M | +199.7% | +4.5% | +195.2% | +168.3% |
| YTD | +643.2% | -2.4% | +645.6% | +586.9% |
| 1Y | +2,402.0% | +57.8% | +2,344.2% | +1,745.5% |
| All | +4,800.5% | +137.0% | +4,663.5% | +2,431.9% |
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