+77.9%
DD vs GGLL
+154.9%
-77.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | +4.6% | +3.1% | +1.5% | +4.2% |
| 30D | +11.8% | -36.3% | +48.1% | +17.0% |
| 3M | +2.2% | -40.4% | +42.5% | +7.5% |
| 6M | -1.6% | -54.6% | +53.0% | +6.6% |
| YTD | +23.0% | -31.1% | +54.1% | +24.3% |
| 1Y | +26.9% | -19.2% | +46.1% | +24.5% |
| 3Y | +77.9% | +151.5% | -73.6% | +41.1% |
| All | +77.9% | +154.9% | -77.1% | +41.1% |
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