-49.2%
USAR vs GGLL
-16.8%
-32.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.5% | +4.0% | +5.7% |
| 7D | -1.1% | +6.3% | -7.4% | -3.0% |
| 30D | -30.3% | -35.1% | +4.8% | -20.6% |
| 3M | -54.7% | -37.7% | -17.0% | -47.8% |
| 6M | -67.5% | -54.1% | -13.4% | -58.4% |
| YTD | -26.4% | -29.4% | +3.0% | -23.1% |
| All | -49.2% | -16.8% | -32.4% | -49.2% |
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