+101.1%
SPYM vs GGLL
+210.8%
-109.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +2.6% | +7.7% | -5.1% | +1.3% |
| 30D | -2.0% | -30.2% | +28.2% | +3.0% |
| 3M | -2.8% | -31.3% | +28.5% | +2.2% |
| 6M | +2.2% | -52.1% | +54.2% | +13.0% |
| YTD | +11.5% | -25.9% | +37.4% | +12.8% |
| 1Y | +13.5% | -8.5% | +22.0% | +10.0% |
| 3Y | +78.0% | +165.5% | -87.5% | +30.4% |
| All | +101.1% | +210.8% | -109.7% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling