+299.1%
AGI vs GGLL
+210.8%
+88.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -10.1% | +7.7% | -17.8% | -11.1% |
| 30D | -6.5% | -30.2% | +23.7% | -2.4% |
| 3M | -12.8% | -31.3% | +18.5% | -8.9% |
| 6M | -34.3% | -52.1% | +17.8% | -28.8% |
| YTD | -25.6% | -25.9% | +0.2% | -24.1% |
| 1Y | -14.2% | -8.5% | -5.8% | -14.7% |
| 3Y | +127.3% | +165.5% | -38.3% | +93.3% |
| All | +299.1% | +210.8% | +88.4% | +232.8% |
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