+181.9%
C vs GGLL
+188.6%
-6.7%
-31.3%
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% | +0.3% |
| 7D | -2.4% | +3.1% | -5.5% | -2.8% |
| 30D | -6.0% | -36.3% | +30.3% | -0.2% |
| 3M | -10.5% | -40.4% | +29.8% | -4.3% |
| 6M | -5.7% | -54.6% | +48.9% | +4.3% |
| YTD | +4.1% | -31.1% | +35.3% | +5.8% |
| 1Y | +20.5% | -19.2% | +39.7% | +18.5% |
| 3Y | +208.1% | +151.5% | +56.6% | +133.5% |
| All | +181.9% | +188.6% | -6.7% | +102.7% |
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