+78.8%
U vs GGLL
+152.2%
-73.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +24.4% | +5.1% | +19.3% | +22.2% |
| 30D | +7.4% | -35.5% | +42.9% | +21.1% |
| 3M | +16.8% | -39.2% | +55.9% | +33.3% |
| 6M | +78.8% | -54.4% | +133.1% | +120.9% |
| YTD | +14.0% | -29.8% | +43.8% | +18.8% |
| 1Y | +16.7% | -20.4% | +37.1% | +15.5% |
| All | +78.8% | +152.2% | -73.4% | +22.3% |
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