+33.8%
SOLS vs GGLL
+48.4%
-14.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +4.5% | +1.9% | +2.7% | +4.3% |
| 30D | +6.0% | -9.7% | +15.7% | +7.0% |
| 3M | -19.7% | -18.0% | -1.7% | -18.4% |
| 6M | -10.4% | +15.3% | -25.6% | -14.7% |
| YTD | +33.3% | +2.2% | +31.1% | +26.4% |
| All | +33.8% | +48.4% | -14.7% | +24.9% |
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