+115.1%
SPMO vs GGLL
+154.9%
-39.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | -8.7% | +3.1% | -11.8% | -9.2% |
| 30D | -18.7% | -36.3% | +17.6% | -13.0% |
| 3M | -16.4% | -40.4% | +23.9% | -9.9% |
| 6M | -11.9% | -54.6% | +42.8% | -1.3% |
| YTD | +4.9% | -31.1% | +36.0% | +7.3% |
| 1Y | +6.2% | -19.2% | +25.4% | +4.9% |
| 3Y | +115.1% | +151.5% | -36.4% | +64.5% |
| All | +115.1% | +154.9% | -39.8% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling