+10.8%
AGG vs GGLL
+313.5%
-302.7%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -0.9% | -5.8% | +4.8% | -0.8% |
| 30D | -1.0% | -7.2% | +6.2% | -0.9% |
| 3M | -1.3% | -17.5% | +16.3% | -1.1% |
| 6M | -2.1% | +5.1% | -7.1% | -2.3% |
| YTD | -1.2% | -1.3% | +0.1% | -1.4% |
| 1Y | -0.5% | +60.2% | -60.7% | -1.3% |
| 3Y | +12.4% | +230.8% | -218.4% | +9.1% |
| All | +10.8% | +313.5% | -302.7% | +6.4% |
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