+123.6%
W vs GGLL
+184.7%
-61.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.8% | -6.4% |
| 7D | -5.6% | -1.3% | -4.3% | -4.8% |
| 30D | +7.5% | -36.3% | +43.8% | +26.7% |
| 3M | +5.4% | -42.7% | +48.1% | +29.6% |
| 6M | +79.4% | -53.1% | +132.5% | +136.5% |
| YTD | +12.9% | -32.1% | +45.0% | +20.4% |
| 1Y | +12.4% | -20.1% | +32.5% | +8.1% |
| 3Y | +128.5% | +151.7% | -23.2% | -5.9% |
| All | +123.6% | +184.7% | -61.0% | -21.0% |
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 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