+174.7%
AG vs GGLL
+328.4%
-153.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +4.5% | +1.9% | +2.6% | +4.1% |
| 30D | +12.9% | -9.7% | +22.6% | +15.0% |
| 3M | +20.9% | -18.0% | +39.0% | +24.4% |
| 6M | -19.5% | +15.3% | -34.8% | -23.5% |
| YTD | +24.8% | +2.2% | +22.6% | +20.8% |
| 1Y | +120.2% | +73.1% | +47.2% | +89.9% |
| 3Y | +279.0% | +242.7% | +36.3% | +175.3% |
| All | +174.7% | +328.4% | -153.6% | +105.5% |
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