+22.0%
XYZ vs GGLL
+328.7%
-306.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.1% |
| 7D | -1.0% | -4.8% | +3.8% | +0.8% |
| 30D | -1.7% | -13.7% | +12.0% | +3.5% |
| 3M | +16.7% | -21.9% | +38.6% | +24.9% |
| 6M | +26.9% | +11.7% | +15.2% | +15.0% |
| YTD | +27.1% | +2.3% | +24.9% | +18.7% |
| 1Y | +9.3% | +76.2% | -66.9% | -20.8% |
| 3Y | +42.3% | +245.0% | -202.7% | -34.5% |
| All | +22.0% | +328.7% | -306.6% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling