+33.9%
UL vs GGLL
+163.0%
-129.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.1% |
| 7D | -1.7% | +2.9% | -4.6% | -1.7% |
| 30D | +4.5% | -33.1% | +37.6% | +4.7% |
| 3M | +5.5% | -31.2% | +36.7% | +5.7% |
| 6M | +17.0% | -49.4% | +66.3% | +17.2% |
| YTD | +3.2% | -26.8% | +30.0% | +3.8% |
| 1Y | -1.9% | -17.7% | +15.8% | -1.0% |
| All | +33.9% | +163.0% | -129.0% | +35.8% |
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