+110.1%
AG vs GGLL
+195.8%
-85.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +4.2% |
| 7D | +10.8% | +6.3% | +4.5% | +9.6% |
| 30D | -8.2% | -35.1% | +26.9% | -0.7% |
| 3M | -13.7% | -37.7% | +24.0% | -6.3% |
| 6M | -27.3% | -54.1% | +26.8% | -16.9% |
| YTD | -4.6% | -29.4% | +24.9% | -1.5% |
| 1Y | +39.4% | -13.4% | +52.8% | +37.3% |
| 3Y | +244.1% | +158.3% | +85.8% | +163.6% |
| All | +110.1% | +195.8% | -85.7% | +67.6% |
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