+75.0%
SPY vs GGLL
+154.9%
-79.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | -2.7% | +3.1% | -5.8% | -3.1% |
| 30D | -5.4% | -36.3% | +30.9% | +0.2% |
| 3M | -4.1% | -40.4% | +36.3% | +2.3% |
| 6M | +0.7% | -54.6% | +55.3% | +11.0% |
| YTD | +8.7% | -31.1% | +39.8% | +10.8% |
| 1Y | +10.9% | -19.2% | +30.1% | +9.7% |
| 3Y | +75.0% | +151.5% | -76.5% | +37.0% |
| All | +75.0% | +154.9% | -79.9% | +37.0% |
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