-12.1%
AA vs GGLL
+194.0%
-206.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | +1.2% | +5.1% | -3.9% | +0.1% |
| 30D | -5.0% | -35.5% | +30.5% | +4.0% |
| 3M | -22.2% | -39.2% | +16.9% | -14.2% |
| 6M | -36.3% | -54.4% | +18.0% | -25.9% |
| YTD | -24.2% | -29.8% | +5.7% | -23.4% |
| 1Y | +3.9% | -20.4% | +24.3% | +0.3% |
| 3Y | +67.6% | +149.7% | -82.2% | +3.6% |
| All | -12.1% | +194.0% | -206.2% | -49.2% |
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