+27.9%
SPMO vs GGLL
+64.8%
-36.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | +2.7% | -3.9% | +6.6% | +3.2% |
| 30D | +1.1% | -15.4% | +16.4% | +3.1% |
| 3M | +2.0% | -21.9% | +23.9% | +4.8% |
| 6M | +26.5% | +4.5% | +22.0% | +21.7% |
| YTD | +26.5% | -2.4% | +28.9% | +22.4% |
| 1Y | +27.9% | +57.8% | -29.9% | +14.8% |
| All | +27.9% | +64.8% | -36.9% | +14.8% |
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