+73.3%
BEN vs GGLL
+194.0%
-120.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +12.1% | +5.1% | +7.0% | +11.2% |
| 30D | +13.4% | -35.5% | +48.9% | +21.8% |
| 3M | +9.4% | -39.2% | +48.5% | +18.4% |
| 6M | +19.3% | -54.4% | +73.6% | +35.1% |
| YTD | +57.3% | -29.8% | +87.1% | +61.6% |
| 1Y | +69.1% | -20.4% | +89.5% | +68.6% |
| 3Y | +85.6% | +149.7% | -64.1% | +32.5% |
| All | +73.3% | +194.0% | -120.7% | +12.9% |
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