+42.5%
SPGI vs GGLL
+210.8%
-168.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | +1.2% | +7.7% | -6.4% | +0.4% |
| 30D | +15.9% | -30.2% | +46.1% | +20.0% |
| 3M | +12.3% | -31.3% | +43.6% | +16.3% |
| 6M | +23.7% | -52.1% | +75.8% | +33.1% |
| YTD | -3.5% | -25.9% | +22.3% | -2.9% |
| 1Y | +0.4% | -8.5% | +8.9% | -2.2% |
| 3Y | +29.9% | +165.5% | -135.6% | -2.2% |
| All | +42.5% | +210.8% | -168.3% | -3.9% |
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