-4.8%
AR vs GGLL
+188.6%
-193.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -14.3% | +3.1% | -17.4% | -14.5% |
| 30D | +1.4% | -36.3% | +37.8% | +5.0% |
| 3M | +3.4% | -40.4% | +43.7% | +7.5% |
| 6M | -2.1% | -54.6% | +52.6% | +4.1% |
| YTD | +4.7% | -31.1% | +35.8% | +4.9% |
| 1Y | +10.6% | -19.2% | +29.8% | +7.8% |
| 3Y | +24.6% | +151.5% | -126.9% | -2.8% |
| All | -4.8% | +188.6% | -193.4% | -27.9% |
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