+32.1%
SOLS vs GGLL
+48.5%
-16.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.2% | +4.1% |
| 7D | +0.3% | -4.8% | +5.1% | +0.8% |
| 30D | +2.1% | -13.7% | +15.8% | +3.6% |
| 3M | -24.1% | -21.9% | -2.3% | -22.5% |
| 6M | -15.0% | +11.7% | -26.6% | -18.9% |
| YTD | +31.6% | +2.3% | +29.3% | +24.9% |
| All | +32.1% | +48.5% | -16.4% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling