+133.4%
ALL vs GGLL
+217.5%
-84.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.7% |
| 7D | 0.0% | +11.5% | -11.5% | -0.1% |
| 30D | +12.8% | -31.2% | +44.0% | +13.1% |
| 3M | +4.7% | -28.7% | +33.3% | +4.9% |
| 6M | +24.9% | -47.2% | +72.1% | +25.5% |
| YTD | +30.0% | -24.3% | +54.2% | +29.6% |
| 1Y | +29.9% | -12.0% | +41.9% | +29.1% |
| 3Y | +117.5% | +169.6% | -52.1% | +101.3% |
| All | +133.4% | +217.5% | -84.0% | +116.3% |
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