-8.6%
Z vs GGLL
+163.2%
-171.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.5% | +2.9% | +8.1% |
| 7D | +10.2% | -23.1% | +33.3% | +15.2% |
| 30D | +23.7% | -32.9% | +56.6% | +32.9% |
| 3M | -6.6% | -44.9% | +38.3% | +4.7% |
| 6M | -23.0% | -49.5% | +26.5% | -13.1% |
| YTD | -50.3% | -28.9% | -21.4% | -48.4% |
| 1Y | -53.6% | -12.2% | -41.4% | -54.0% |
| All | -8.6% | +163.2% | -171.9% | -36.4% |
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