+124.4%
SPYG vs GGLL
+328.7%
-204.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.4% |
| 7D | +0.4% | -4.8% | +5.1% | +1.4% |
| 30D | -0.4% | -13.7% | +13.2% | +2.7% |
| 3M | +0.5% | -21.9% | +22.4% | +4.9% |
| 6M | +17.5% | +11.7% | +5.8% | +10.9% |
| YTD | +14.3% | +2.3% | +12.1% | +9.9% |
| 1Y | +21.7% | +76.2% | -54.5% | +1.0% |
| 3Y | +98.6% | +245.0% | -146.4% | +28.1% |
| All | +124.4% | +328.7% | -204.3% | +33.5% |
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