-0.9%
D vs GGLL
+195.8%
-196.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.5% |
| 7D | +0.8% | +6.3% | -5.6% | +0.7% |
| 30D | +10.7% | -35.1% | +45.8% | +11.1% |
| 3M | +2.3% | -37.7% | +40.0% | +2.6% |
| 6M | +12.5% | -54.1% | +66.6% | +13.4% |
| YTD | +20.1% | -29.4% | +49.5% | +20.0% |
| 1Y | +15.6% | -13.4% | +28.9% | +15.0% |
| 3Y | +75.2% | +158.3% | -83.2% | +62.0% |
| All | -0.9% | +195.8% | -196.7% | -8.4% |
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