+86.2%
SU vs GGLL
-11.6%
+97.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.5% | -11.0% | -4.0% |
| 7D | -7.1% | -23.1% | +16.0% | -8.4% |
| 30D | +4.8% | -32.9% | +37.6% | +2.2% |
| 3M | +12.5% | -44.9% | +57.4% | +8.4% |
| 6M | +6.5% | -49.5% | +56.0% | +2.8% |
| YTD | +65.8% | -28.9% | +94.7% | +64.2% |
| 1Y | +86.2% | -12.2% | +98.3% | +83.9% |
| All | +86.2% | -11.6% | +97.8% | +83.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling