+33.3%
SPG vs GGLL
-16.8%
+50.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.0% |
| 7D | +5.1% | +6.3% | -1.3% | +4.9% |
| 30D | +16.8% | -35.1% | +51.9% | +18.0% |
| 3M | +5.7% | -37.7% | +43.3% | +6.8% |
| 6M | +17.8% | -54.1% | +71.9% | +20.8% |
| YTD | +30.1% | -29.4% | +59.5% | +27.7% |
| All | +33.3% | -16.8% | +50.1% | +30.2% |
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