-19.0%
USAR vs GGLL
+176.2%
-195.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.4% |
| 7D | -0.8% | +7.7% | -8.5% | -1.7% |
| 30D | -20.9% | -30.2% | +9.3% | -18.0% |
| 3M | -56.2% | -31.3% | -24.9% | -54.4% |
| 6M | -67.9% | -52.1% | -15.8% | -65.7% |
| YTD | -31.4% | -25.9% | -5.6% | -29.1% |
| 1Y | -45.1% | -8.5% | -36.6% | -43.2% |
| 3Y | -20.3% | +165.5% | -185.9% | -15.4% |
| All | -19.0% | +176.2% | -195.2% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling