+11.5%
AGG vs GGLL
+309.0%
-297.5%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | -0.2% |
| 7D | -0.2% | -3.9% | +3.7% | -0.1% |
| 30D | -0.2% | -15.4% | +15.1% | 0.0% |
| 3M | -0.7% | -21.9% | +21.2% | -0.4% |
| 6M | -1.8% | +4.5% | -6.3% | -2.0% |
| YTD | -0.6% | -2.4% | +1.8% | -0.7% |
| 1Y | +0.4% | +57.8% | -57.4% | -0.5% |
| 3Y | +13.2% | +227.2% | -214.0% | +9.8% |
| All | +11.5% | +309.0% | -297.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling