+66.0%
T vs GGLL
+210.8%
-144.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +2.5% | +7.7% | -5.1% | +2.7% |
| 30D | -3.8% | -30.2% | +26.4% | -4.4% |
| 3M | -8.7% | -31.3% | +22.5% | -9.3% |
| 6M | -8.1% | -52.1% | +44.0% | -9.2% |
| YTD | -6.4% | -25.9% | +19.4% | -6.7% |
| 1Y | -9.8% | -8.5% | -1.3% | -9.8% |
| 3Y | +65.5% | +165.5% | -100.1% | +60.2% |
| All | +66.0% | +210.8% | -144.8% | +61.2% |
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