+421.3%
SPCX vs GGLL
-19.4%
+440.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.4% | +7.2% | +1.8% |
| 7D | -0.3% | +3.1% | -3.4% | -22.5% |
| 30D | -19.9% | -36.3% | +16.4% | +229.9% |
| 3M | +16.8% | -40.4% | +57.2% | +271.7% |
| 6M | +510.9% | -21.8% | +532.7% | -79.8% |
| YTD | +516.3% | -31.1% | +547.5% | -79.6% |
| 1Y | +421.3% | -19.2% | +440.5% | -82.8% |
| All | +421.3% | -19.4% | +440.7% | -82.8% |
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