-19.7%
USAR vs GGLL
+154.9%
-174.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.4% | +9.5% | +10.7% |
| 7D | -14.5% | +3.1% | -17.6% | -14.8% |
| 30D | -37.8% | -36.3% | -1.5% | -34.6% |
| 3M | -52.8% | -40.4% | -12.4% | -50.0% |
| 6M | -71.2% | -54.6% | -16.6% | -68.9% |
| YTD | -30.9% | -31.1% | +0.3% | -27.7% |
| 1Y | -48.0% | -19.2% | -28.8% | -45.6% |
| 3Y | -19.7% | +151.5% | -171.2% | -13.5% |
| All | -19.7% | +154.9% | -174.6% | -13.5% |
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