+78.4%
V vs GGLL
+153.6%
-75.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | -0.8% | +6.3% | -7.1% | -1.2% |
| 30D | +9.5% | -35.1% | +44.6% | +12.3% |
| 3M | +16.7% | -37.7% | +54.3% | +19.9% |
| 6M | +32.9% | -54.1% | +87.0% | +39.0% |
| YTD | +21.1% | -29.4% | +50.5% | +21.4% |
| 1Y | +26.6% | -13.4% | +40.0% | +24.3% |
| 3Y | +78.4% | +158.3% | -80.0% | +52.9% |
| All | +78.4% | +153.6% | -75.2% | +52.9% |
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