+137.4%
DD vs GGLL
+195.8%
-58.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +5.6% |
| 7D | +9.8% | +6.3% | +3.4% | +8.9% |
| 30D | +19.3% | -35.1% | +54.4% | +25.4% |
| 3M | +9.4% | -37.7% | +47.0% | +15.2% |
| 6M | +4.8% | -54.1% | +58.9% | +14.4% |
| YTD | +30.2% | -29.4% | +59.7% | +31.7% |
| 1Y | +32.2% | -13.4% | +45.6% | +28.6% |
| 3Y | +93.1% | +158.3% | -65.2% | +45.8% |
| All | +137.4% | +195.8% | -58.4% | +76.5% |
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