+112.7%
SPYG vs GGLL
+195.8%
-83.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.1% |
| 7D | 0.0% | +6.3% | -6.4% | -1.3% |
| 30D | -8.4% | -35.1% | +26.7% | -0.3% |
| 3M | -6.2% | -37.7% | +31.4% | +2.6% |
| 6M | -1.8% | -54.1% | +52.3% | +13.7% |
| YTD | +8.4% | -29.4% | +37.8% | +11.5% |
| 1Y | +10.1% | -13.4% | +23.5% | +7.1% |
| 3Y | +94.9% | +158.3% | -63.4% | +32.3% |
| All | +112.7% | +195.8% | -83.1% | +35.5% |
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