+29.3%
V vs GGLL
-11.6%
+40.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.5% | -2.7% | +3.7% |
| 7D | +9.0% | -23.1% | +32.1% | +9.4% |
| 30D | +18.1% | -32.9% | +51.0% | +19.1% |
| 3M | +18.3% | -44.9% | +63.2% | +19.9% |
| 6M | +34.1% | -49.5% | +83.6% | +35.4% |
| YTD | +25.2% | -28.9% | +54.1% | +23.9% |
| 1Y | +29.3% | -12.2% | +41.5% | +25.3% |
| All | +29.3% | -11.6% | +40.9% | +25.3% |
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