-90.2%
SNDQ vs GGLL
-34.0%
-56.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.1% | +10.3% |
| 7D | -18.7% | +7.7% | -26.3% | -16.1% |
| 30D | +69.5% | -30.2% | +99.7% | +63.6% |
| 3M | +54.2% | -31.3% | +85.5% | +47.5% |
| 6M | -69.6% | -52.1% | -17.5% | -75.9% |
| All | -90.2% | -34.0% | -56.2% | -91.4% |
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 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