+188.6%
SPMO vs GGLL
+328.7%
-140.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | +2.0% | -4.8% | +6.8% | +2.8% |
| 30D | -0.4% | -13.7% | +13.3% | +1.8% |
| 3M | -1.9% | -21.9% | +20.0% | +1.1% |
| 6M | +25.0% | +11.7% | +13.4% | +20.1% |
| YTD | +26.0% | +2.3% | +23.7% | +22.5% |
| 1Y | +28.7% | +76.2% | -47.5% | +13.2% |
| 3Y | +160.9% | +245.0% | -84.1% | +97.4% |
| All | +188.6% | +328.7% | -140.1% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling