+36.5%
A vs GGLL
+210.8%
-174.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +0.8% |
| 7D | -0.5% | +7.7% | -8.1% | -1.4% |
| 30D | 0.0% | -30.2% | +30.2% | +4.0% |
| 3M | +16.7% | -31.3% | +48.0% | +21.5% |
| 6M | +54.8% | -52.1% | +106.9% | +68.2% |
| YTD | +28.8% | -25.9% | +54.7% | +29.9% |
| 1Y | +19.3% | -8.5% | +27.8% | +16.4% |
| 3Y | +65.5% | +165.5% | -100.0% | +28.3% |
| All | +36.5% | +210.8% | -174.2% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling