+140.1%
DD vs GGLL
+194.0%
-53.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | +2.2% | +5.1% | -2.9% | +1.6% |
| 30D | +20.7% | -35.5% | +56.2% | +26.9% |
| 3M | +11.3% | -39.2% | +50.5% | +17.6% |
| 6M | +6.0% | -54.4% | +60.3% | +15.7% |
| YTD | +31.7% | -29.8% | +61.5% | +33.3% |
| 1Y | +32.2% | -20.4% | +52.6% | +30.5% |
| 3Y | +92.7% | +149.7% | -57.1% | +46.3% |
| All | +140.1% | +194.0% | -53.9% | +78.6% |
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