+4,733.3%
SNDK vs GGLL
+148.3%
+4,585.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.3% | +14.2% | +12.8% |
| 7D | +17.2% | -4.8% | +21.9% | +19.2% |
| 30D | +28.8% | -13.7% | +42.5% | +36.0% |
| 3M | -1.1% | -21.9% | +20.7% | +7.2% |
| 6M | +190.5% | +11.7% | +178.8% | +153.6% |
| YTD | +633.0% | +2.3% | +630.7% | +565.6% |
| 1Y | +2,684.0% | +76.2% | +2,607.8% | +1,865.0% |
| All | +4,733.3% | +148.3% | +4,585.0% | +2,353.4% |
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