-18.4%
Z vs GGLL
+151.4%
-169.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.5% | -6.2% | -9.7% |
| 7D | -2.3% | -1.3% | -1.0% | -1.9% |
| 30D | +9.4% | -36.3% | +45.6% | +18.9% |
| 3M | -16.1% | -42.7% | +26.6% | -6.7% |
| 6M | -30.4% | -53.1% | +22.6% | -20.2% |
| YTD | -55.6% | -32.1% | -23.5% | -53.4% |
| 1Y | -58.5% | -20.1% | -38.5% | -58.1% |
| All | -18.4% | +151.4% | -169.8% | -42.6% |
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 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