+39.6%
A vs GGLL
+194.0%
-154.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +1.4% | +5.1% | -3.7% | +0.7% |
| 30D | +4.3% | -35.5% | +39.8% | +9.7% |
| 3M | +19.8% | -39.2% | +58.9% | +26.7% |
| 6M | +54.4% | -54.4% | +108.7% | +68.8% |
| YTD | +31.7% | -29.8% | +61.6% | +33.9% |
| 1Y | +22.4% | -20.4% | +42.9% | +21.8% |
| 3Y | +67.7% | +149.7% | -82.0% | +31.1% |
| All | +39.6% | +194.0% | -154.4% | +3.1% |
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