+74.9%
USAR vs GGLL
+281.0%
-206.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.2% |
| 7D | -2.1% | -4.8% | +2.7% | -1.6% |
| 30D | +2.6% | -13.7% | +16.3% | +4.1% |
| 3M | -35.0% | -21.9% | -13.2% | -33.7% |
| 6M | -6.9% | +11.7% | -18.5% | -6.7% |
| YTD | +48.0% | +2.3% | +45.7% | +48.1% |
| 1Y | +24.8% | +76.2% | -51.4% | +25.0% |
| 3Y | +73.2% | +245.0% | -171.8% | +78.0% |
| All | +74.9% | +281.0% | -206.1% | +79.8% |
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 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