-7.4%
T vs GGLL
-15.6%
+8.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.7% |
| 7D | +2.0% | +2.9% | -0.9% | +2.1% |
| 30D | -1.0% | -33.1% | +32.1% | -2.9% |
| 3M | -8.1% | -31.2% | +23.1% | -9.7% |
| 6M | -8.3% | -49.4% | +41.1% | -11.2% |
| YTD | -6.1% | -26.8% | +20.7% | -5.9% |
| 1Y | -7.4% | -17.7% | +10.3% | -6.6% |
| All | -7.4% | -15.6% | +8.2% | -6.6% |
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