+87.5%
U vs GGLL
+166.5%
-79.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.1% | +7.3% | +5.9% |
| 7D | +2.6% | +7.7% | -5.1% | +0.2% |
| 30D | +27.6% | -30.2% | +57.8% | +40.1% |
| 3M | +15.3% | -31.3% | +46.6% | +26.8% |
| 6M | +96.4% | -52.1% | +148.5% | +139.3% |
| YTD | +19.6% | -25.9% | +45.4% | +22.4% |
| 1Y | +42.1% | -8.5% | +50.6% | +33.8% |
| 3Y | +87.5% | +165.5% | -78.0% | +26.1% |
| All | +87.5% | +166.5% | -79.0% | +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 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