+33.9%
TER vs GGLL
-16.8%
+50.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.5% | +10.2% | +12.1% |
| 7D | -5.8% | +6.3% | -12.1% | -7.1% |
| 30D | -38.9% | -35.1% | -3.8% | -32.5% |
| 3M | -35.1% | -37.7% | +2.6% | -28.0% |
| 6M | -31.6% | -54.1% | +22.5% | -16.0% |
| YTD | +27.2% | -29.4% | +56.7% | +24.9% |
| All | +33.9% | -16.8% | +50.7% | +26.1% |
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