+149.0%
ACGL vs GGLL
+217.5%
-68.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | 0.0% |
| 7D | -1.2% | +11.5% | -12.7% | -1.3% |
| 30D | +12.8% | -31.2% | +44.0% | +13.1% |
| 3M | +12.3% | -28.7% | +40.9% | +12.5% |
| 6M | +15.8% | -47.2% | +63.0% | +16.5% |
| YTD | +13.9% | -24.3% | +38.1% | +13.7% |
| 1Y | +19.0% | -12.0% | +31.0% | +18.3% |
| 3Y | +33.7% | +169.6% | -136.0% | +24.4% |
| All | +149.0% | +217.5% | -68.5% | +132.5% |
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