+90.0%
T vs GGLL
+328.7%
-238.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -2.0% |
| 7D | -1.3% | -4.8% | +3.5% | -1.4% |
| 30D | +11.4% | -13.7% | +25.1% | +11.0% |
| 3M | +14.3% | -21.9% | +36.1% | +13.9% |
| 6M | -9.3% | +11.7% | -20.9% | -8.9% |
| YTD | +7.1% | +2.3% | +4.8% | +7.4% |
| 1Y | -9.1% | +76.2% | -85.3% | -8.4% |
| 3Y | +105.3% | +245.0% | -139.7% | +100.5% |
| All | +90.0% | +328.7% | -238.6% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling