+61.3%
USB vs GGLL
+198.0%
-136.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +1.2% |
| 7D | +2.4% | -23.1% | +25.5% | +4.9% |
| 30D | +6.6% | -32.9% | +39.5% | +10.9% |
| 3M | -4.1% | -44.9% | +40.8% | +2.1% |
| 6M | +12.5% | -49.5% | +62.0% | +20.0% |
| YTD | +17.6% | -28.9% | +46.5% | +18.7% |
| 1Y | +36.5% | -12.2% | +48.7% | +33.0% |
| 3Y | +95.4% | +163.5% | -68.1% | +53.2% |
| All | +61.3% | +198.0% | -136.7% | +22.4% |
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