-0.4%
D vs GGLL
+188.6%
-189.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | +3.0% | +3.1% | -0.1% | +2.9% |
| 30D | +11.5% | -36.3% | +47.8% | +11.9% |
| 3M | +3.7% | -40.4% | +44.1% | +4.1% |
| 6M | +13.5% | -54.6% | +68.2% | +14.4% |
| YTD | +20.7% | -31.1% | +51.9% | +20.7% |
| 1Y | +18.2% | -19.2% | +37.4% | +17.8% |
| 3Y | +73.3% | +151.5% | -78.2% | +60.4% |
| All | -0.4% | +188.6% | -189.0% | -7.9% |
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