+48.5%
UL vs GGLL
+188.6%
-140.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | +1.1% | +3.1% | -2.0% | +1.1% |
| 30D | +8.2% | -36.3% | +44.6% | +9.3% |
| 3M | +4.5% | -40.4% | +44.9% | +5.7% |
| 6M | +12.6% | -54.6% | +67.2% | +14.3% |
| YTD | +3.5% | -31.1% | +34.7% | +4.3% |
| 1Y | -0.4% | -19.2% | +18.8% | +0.1% |
| 3Y | +36.0% | +151.5% | -115.5% | +29.2% |
| All | +48.5% | +188.6% | -140.2% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling