+2.9%
SPGI vs GGLL
-11.6%
+14.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.2% | +3.1% |
| 7D | +7.2% | -23.1% | +30.3% | +8.2% |
| 30D | +23.2% | -32.9% | +56.1% | +25.5% |
| 3M | +17.0% | -44.9% | +61.9% | +20.6% |
| 6M | +20.4% | -49.5% | +69.9% | +24.2% |
| YTD | -1.9% | -28.9% | +27.0% | -0.7% |
| 1Y | +2.9% | -12.2% | +15.1% | +5.5% |
| All | +2.9% | -11.6% | +14.5% | +5.5% |
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