+145.5%
TER vs GGLL
+151.4%
-6.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.5% | -10.8% | -13.8% |
| 7D | -28.2% | -1.3% | -26.9% | -27.8% |
| 30D | -50.6% | -36.3% | -14.3% | -43.7% |
| 3M | -45.3% | -42.7% | -2.7% | -36.3% |
| 6M | -40.4% | -53.1% | +12.7% | -27.1% |
| YTD | +10.0% | -32.1% | +42.1% | +16.1% |
| 1Y | +13.6% | -20.1% | +33.7% | +12.4% |
| All | +145.5% | +151.4% | -6.0% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling