+139.2%
AS vs GGLL
+132.7%
+6.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.5% | -1.4% | +3.9% |
| 7D | +13.8% | -23.1% | +36.9% | +18.2% |
| 30D | +16.7% | -32.9% | +49.6% | +24.5% |
| 3M | -11.5% | -44.9% | +33.4% | -2.0% |
| 6M | -5.5% | -49.5% | +44.0% | +5.4% |
| YTD | -14.2% | -28.9% | +14.7% | -12.1% |
| 1Y | +2.1% | -12.2% | +14.3% | -0.3% |
| All | +139.2% | +132.7% | +6.5% | +83.5% |
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