+24.5%
SSPC vs GGLL
-46.8%
+71.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -4.5% | +22.8% | +15.9% |
| 7D | +29.9% | -1.3% | +31.2% | +29.3% |
| 30D | +73.6% | -36.3% | +109.9% | +37.1% |
| 3M | -46.3% | -42.7% | -3.6% | -59.9% |
| All | +24.5% | -46.8% | +71.3% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling