+151.4%
SPG vs GGLL
+328.7%
-177.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -2.4% | -4.8% | +2.4% | -2.0% |
| 30D | -6.8% | -13.7% | +6.9% | -5.6% |
| 3M | +2.7% | -21.9% | +24.5% | +4.4% |
| 6M | +5.5% | +11.7% | -6.2% | +2.7% |
| YTD | +15.7% | +2.3% | +13.4% | +13.4% |
| 1Y | +20.9% | +76.2% | -55.3% | +10.6% |
| 3Y | +112.4% | +245.0% | -132.6% | +70.0% |
| All | +151.4% | +328.7% | -177.3% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling