+134.9%
AS vs GGLL
+125.4%
+9.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | +6.9% | +3.1% | +3.8% | +6.3% |
| 30D | +16.0% | -36.3% | +52.3% | +25.1% |
| 3M | -12.8% | -40.4% | +27.5% | -4.9% |
| 6M | -15.4% | -54.6% | +39.2% | -3.5% |
| YTD | -15.7% | -31.1% | +15.4% | -13.2% |
| 1Y | +6.1% | -19.2% | +25.3% | +5.3% |
| All | +134.9% | +125.4% | +9.5% | +81.2% |
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