+136.8%
DD vs GGLL
+217.5%
-80.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.0% |
| 7D | +6.7% | +11.5% | -4.8% | +5.3% |
| 30D | +19.4% | -31.2% | +50.6% | +24.5% |
| 3M | +7.6% | -28.7% | +36.3% | +11.4% |
| 6M | +2.9% | -47.2% | +50.1% | +10.1% |
| YTD | +29.9% | -24.3% | +54.1% | +30.1% |
| 1Y | +28.6% | -12.0% | +40.6% | +25.2% |
| 3Y | +90.0% | +169.6% | -79.6% | +42.9% |
| All | +136.8% | +217.5% | -80.7% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling