+91.7%
DD vs GGLL
+163.0%
-71.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.3% |
| 7D | +3.2% | +2.9% | +0.3% | +2.9% |
| 30D | +20.3% | -33.1% | +53.4% | +25.2% |
| 3M | +8.2% | -31.2% | +39.4% | +12.0% |
| 6M | +3.4% | -49.4% | +52.8% | +10.5% |
| YTD | +30.6% | -26.8% | +57.5% | +31.2% |
| 1Y | +30.6% | -17.7% | +48.4% | +28.3% |
| All | +91.7% | +163.0% | -71.3% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling