+757.4%
UMAC vs GGLL
+221.9%
+535.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.4% |
| 7D | +14.7% | +1.9% | +12.8% | +14.0% |
| 30D | -0.5% | -9.7% | +9.2% | +2.9% |
| 3M | +0.5% | -18.0% | +18.5% | +6.4% |
| 6M | +57.9% | +15.3% | +42.7% | +45.2% |
| YTD | +103.9% | +2.2% | +101.7% | +92.8% |
| 1Y | +159.3% | +73.1% | +86.2% | +103.8% |
| All | +757.4% | +221.9% | +535.5% | +434.1% |
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