+260.6%
SPOT vs GGLL
+154.9%
+105.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.2% | -2.0% |
| 7D | +1.6% | +3.1% | -1.5% | +1.3% |
| 30D | +17.6% | -36.3% | +53.9% | +22.7% |
| 3M | +26.9% | -40.4% | +67.3% | +33.3% |
| 6M | +41.8% | -54.6% | +96.4% | +53.1% |
| YTD | +3.8% | -31.1% | +35.0% | +4.6% |
| 1Y | -2.5% | -19.2% | +16.7% | -4.7% |
| 3Y | +260.6% | +151.5% | +109.0% | +190.6% |
| All | +260.6% | +154.9% | +105.6% | +190.6% |
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