+63.8%
BEN vs GGLL
+328.4%
-264.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.7% | +1.9% | +2.8% | +4.3% |
| 30D | +2.6% | -9.7% | +12.3% | +4.5% |
| 3M | +11.5% | -18.0% | +29.5% | +14.6% |
| 6M | +35.3% | +15.3% | +20.1% | +28.6% |
| YTD | +48.6% | +2.2% | +46.4% | +44.2% |
| 1Y | +46.7% | +73.1% | -26.4% | +26.5% |
| 3Y | +57.0% | +242.7% | -185.7% | +7.1% |
| All | +63.8% | +328.4% | -264.6% | +0.7% |
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