+76.7%
SPY vs GGLL
+152.2%
-75.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -0.6% | +5.1% | -5.7% | -1.3% |
| 30D | -3.7% | -35.5% | +31.8% | +1.8% |
| 3M | -2.7% | -39.2% | +36.4% | +3.5% |
| 6M | +2.2% | -54.4% | +56.6% | +12.5% |
| YTD | +10.8% | -29.8% | +40.7% | +12.8% |
| 1Y | +11.2% | -20.4% | +31.6% | +10.4% |
| All | +76.7% | +152.2% | -75.5% | +39.2% |
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