-8.1%
AA vs GGLL
+195.8%
-203.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.5% | +3.3% | +5.2% |
| 7D | +4.8% | +6.3% | -1.5% | +3.4% |
| 30D | -0.6% | -35.1% | +34.5% | +8.6% |
| 3M | -16.3% | -37.7% | +21.4% | -8.1% |
| 6M | -33.4% | -54.1% | +20.7% | -22.6% |
| YTD | -20.7% | -29.4% | +8.7% | -20.0% |
| 1Y | +12.9% | -13.4% | +26.3% | +6.3% |
| 3Y | +75.7% | +158.3% | -82.6% | +7.5% |
| All | -8.1% | +195.8% | -203.9% | -46.9% |
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