+43.2%
TER vs GGLL
-11.6%
+54.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.5% | -13.3% | -8.4% |
| 7D | -19.9% | -23.1% | +3.2% | -15.2% |
| 30D | -43.5% | -32.9% | -10.6% | -38.1% |
| 3M | -37.8% | -44.9% | +7.1% | -28.5% |
| 6M | -25.6% | -49.5% | +24.0% | -12.2% |
| YTD | +29.8% | -28.9% | +58.7% | +27.6% |
| 1Y | +43.2% | -12.2% | +55.4% | +29.2% |
| All | +43.2% | -11.6% | +54.8% | +29.2% |
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 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