+48.3%
CAPR vs GGLL
+188.6%
-140.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.4% | +3.3% | +4.3% |
| 7D | +41.1% | +3.1% | +38.0% | +40.2% |
| 30D | +11.1% | -36.3% | +47.4% | +21.5% |
| 3M | +115.3% | -40.4% | +155.7% | +138.1% |
| 6M | -73.8% | -54.6% | -19.2% | -69.8% |
| YTD | -68.8% | -31.1% | -37.7% | -68.8% |
| 1Y | +43.3% | -19.2% | +62.5% | +36.6% |
| 3Y | +214.7% | +151.5% | +63.2% | +120.9% |
| All | +48.3% | +188.6% | -140.4% | -3.9% |
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