+104.3%
SPY vs GGLL
+328.7%
-224.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | 0.0% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 30D | +0.1% | -13.7% | +13.7% | +2.4% |
| 3M | +2.0% | -21.9% | +23.8% | +5.3% |
| 6M | +13.0% | +11.7% | +1.4% | +8.1% |
| YTD | +13.5% | +2.3% | +11.3% | +10.0% |
| 1Y | +20.0% | +76.2% | -56.2% | +3.8% |
| 3Y | +77.2% | +245.0% | -167.8% | +24.9% |
| All | +104.3% | +328.7% | -224.4% | +35.2% |
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 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