+146.4%
ACGL vs GGLL
+195.8%
-49.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.8% |
| 7D | -1.1% | +6.3% | -7.4% | -1.1% |
| 30D | +13.1% | -35.1% | +48.2% | +13.5% |
| 3M | +9.8% | -37.7% | +47.5% | +10.2% |
| 6M | +15.3% | -54.1% | +69.4% | +16.2% |
| YTD | +12.7% | -29.4% | +42.1% | +12.6% |
| 1Y | +20.7% | -13.4% | +34.1% | +19.9% |
| 3Y | +34.3% | +158.3% | -124.0% | +24.8% |
| All | +146.4% | +195.8% | -49.4% | +130.2% |
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