+184.0%
B vs GGLL
+194.0%
-10.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -6.0% |
| 7D | +7.1% | +5.1% | +2.0% | +6.5% |
| 30D | -3.3% | -35.5% | +32.1% | +1.2% |
| 3M | -2.5% | -39.2% | +36.6% | +2.6% |
| 6M | -7.2% | -54.4% | +47.1% | +0.3% |
| YTD | -7.4% | -29.8% | +22.5% | -5.9% |
| 1Y | +16.4% | -20.4% | +36.8% | +16.2% |
| 3Y | +178.7% | +149.7% | +29.0% | +135.4% |
| All | +184.0% | +194.0% | -10.0% | +119.7% |
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