+56.4%
V vs GGLL
+245.5%
-189.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.8% |
| 7D | -1.7% | -4.8% | +3.1% | -1.4% |
| 30D | +2.0% | -13.7% | +15.7% | +3.0% |
| 3M | +17.4% | -21.9% | +39.2% | +18.9% |
| 6M | +17.5% | +11.7% | +5.8% | +14.8% |
| YTD | +7.6% | +2.3% | +5.3% | +5.7% |
| 1Y | +7.7% | +76.2% | -68.5% | -0.2% |
| All | +56.4% | +245.5% | -189.1% | +29.0% |
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