+117.5%
V vs GGLL
+184.7%
-67.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.8% |
| 7D | +2.9% | -1.3% | +4.2% | +3.0% |
| 30D | +14.0% | -36.3% | +50.3% | +18.0% |
| 3M | +14.9% | -42.7% | +57.6% | +20.0% |
| 6M | +31.7% | -53.1% | +84.8% | +39.2% |
| YTD | +21.2% | -32.1% | +53.3% | +22.4% |
| 1Y | +25.3% | -20.1% | +45.3% | +23.7% |
| 3Y | +77.5% | +151.7% | -74.2% | +43.4% |
| All | +117.5% | +184.7% | -67.2% | +64.8% |
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 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