+125.8%
SU vs GGLL
+163.0%
-37.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.7% |
| 7D | -4.3% | +2.9% | -7.2% | -4.3% |
| 30D | -6.2% | -33.1% | +27.0% | -5.4% |
| 3M | +9.7% | -31.2% | +40.9% | +10.5% |
| 6M | +7.3% | -49.4% | +56.6% | +9.3% |
| YTD | +58.7% | -26.8% | +85.6% | +57.4% |
| 1Y | +59.7% | -17.7% | +77.5% | +56.5% |
| All | +125.8% | +163.0% | -37.2% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling