+73.5%
XYZ vs GGLL
+153.6%
-80.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.9% |
| 7D | +14.9% | +6.3% | +8.5% | +13.2% |
| 30D | +14.7% | -35.1% | +49.8% | +27.2% |
| 3M | +12.1% | -37.7% | +49.8% | +25.3% |
| 6M | +18.3% | -54.1% | +72.4% | +42.3% |
| YTD | +36.1% | -29.4% | +65.5% | +40.4% |
| 1Y | +35.3% | -13.4% | +48.7% | +29.4% |
| 3Y | +73.5% | +158.3% | -84.8% | +12.4% |
| All | +73.5% | +153.6% | -80.1% | +12.4% |
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