+159.5%
SPMO vs GGLL
+206.6%
-47.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.3% | -0.6% | +3.0% |
| 7D | +1.8% | +2.9% | -1.1% | +1.4% |
| 30D | -10.0% | -33.1% | +23.1% | -4.9% |
| 3M | -9.4% | -31.2% | +21.8% | -4.9% |
| 6M | -7.7% | -49.4% | +41.7% | +0.8% |
| YTD | +13.3% | -26.8% | +40.2% | +15.0% |
| 1Y | +12.7% | -17.7% | +30.4% | +11.8% |
| 3Y | +127.5% | +160.4% | -32.9% | +79.0% |
| All | +159.5% | +206.6% | -47.1% | +105.7% |
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