-58.7%
Z vs GGLL
+80.0%
-138.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -3.0% | -4.8% | +1.8% | -1.9% |
| 30D | -4.2% | -13.7% | +9.5% | -1.1% |
| 3M | -3.7% | -21.9% | +18.1% | +0.5% |
| 6M | -24.5% | +11.7% | -36.2% | -27.6% |
| YTD | -49.3% | +2.3% | -51.6% | -50.1% |
| 1Y | -58.7% | +76.2% | -134.8% | -59.6% |
| All | -58.7% | +80.0% | -138.6% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling