-74.6%
SNXX vs GGLL
-31.0%
-43.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.1% | -9.5% | -10.5% |
| 7D | +8.5% | +7.7% | +0.8% | +4.9% |
| 30D | -66.5% | -30.2% | -36.3% | -65.4% |
| 3M | -74.6% | -31.3% | -43.3% | -73.1% |
| All | -74.6% | -31.0% | -43.6% | -73.1% |
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