+28.3%
U vs GGLL
+217.5%
-189.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.5% | -0.4% |
| 7D | +2.8% | +11.5% | -8.7% | -1.7% |
| 30D | +7.6% | -31.2% | +38.8% | +22.9% |
| 3M | +12.7% | -28.7% | +41.3% | +25.8% |
| 6M | +87.0% | -47.2% | +134.1% | +130.9% |
| YTD | +13.6% | -24.3% | +37.9% | +15.1% |
| 1Y | +25.3% | -12.0% | +37.3% | +16.7% |
| 3Y | +85.8% | +169.6% | -83.8% | -22.1% |
| All | +28.3% | +217.5% | -189.2% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling