+1.1%
UL vs GGLL
-11.6%
+12.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.5% | -3.3% | +3.0% |
| 7D | +4.7% | -23.1% | +27.8% | +5.6% |
| 30D | +11.6% | -32.9% | +44.5% | +13.4% |
| 3M | +5.3% | -44.9% | +50.2% | +8.0% |
| 6M | +16.0% | -49.5% | +65.6% | +19.2% |
| YTD | +5.0% | -28.9% | +33.9% | +6.7% |
| 1Y | +1.1% | -12.2% | +13.3% | +3.8% |
| All | +1.1% | -11.6% | +12.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling