+148.8%
ACGL vs GGLL
+206.6%
-57.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | +12.4% | -33.1% | +45.5% | +12.7% |
| 3M | +11.1% | -31.2% | +42.3% | +11.4% |
| 6M | +16.3% | -49.4% | +65.7% | +17.1% |
| YTD | +13.8% | -26.8% | +40.7% | +13.6% |
| 1Y | +20.4% | -17.7% | +38.1% | +19.8% |
| 3Y | +33.6% | +160.4% | -126.9% | +24.4% |
| All | +148.8% | +206.6% | -57.8% | +132.4% |
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 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