+8.0%
U vs GGLL
+245.5%
-237.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | -3.8% | -4.8% | +1.0% | -2.2% |
| 30D | +17.5% | -13.7% | +31.1% | +22.8% |
| 3M | +38.7% | -21.9% | +60.6% | +47.7% |
| 6M | +104.4% | +11.7% | +92.8% | +87.8% |
| YTD | -5.7% | +2.3% | -8.0% | -10.7% |
| 1Y | +3.7% | +76.2% | -72.5% | -19.9% |
| All | +8.0% | +245.5% | -237.6% | -37.8% |
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