-87.2%
SPXU vs GGLL
+328.4%
-415.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.5% | +1.9% | -3.3% | -0.5% |
| 30D | +3.7% | -9.7% | +13.5% | -1.0% |
| 3M | -9.6% | -18.0% | +8.5% | -15.4% |
| 6M | -32.4% | +15.3% | -47.6% | -20.4% |
| YTD | -28.7% | +2.2% | -30.9% | -20.6% |
| 1Y | -38.2% | +73.1% | -111.3% | -4.6% |
| 3Y | -80.4% | +242.7% | -323.1% | -37.9% |
| All | -87.2% | +328.4% | -415.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling