+41.7%
SPGI vs GGLL
+195.8%
-154.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.4% |
| 7D | -0.9% | +6.3% | -7.2% | -1.6% |
| 30D | +15.5% | -35.1% | +50.6% | +20.6% |
| 3M | +15.7% | -37.7% | +53.3% | +21.2% |
| 6M | +19.1% | -54.1% | +73.2% | +28.6% |
| YTD | -4.1% | -29.4% | +25.4% | -2.9% |
| 1Y | +1.2% | -13.4% | +14.6% | -0.8% |
| 3Y | +31.6% | +158.3% | -126.7% | -1.0% |
| All | +41.7% | +195.8% | -154.1% | -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