+135.4%
DD vs GGLL
+210.8%
-75.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +5.0% | +7.7% | -2.7% | +4.0% |
| 30D | +19.7% | -30.2% | +49.9% | +24.5% |
| 3M | +7.2% | -31.3% | +38.5% | +11.5% |
| 6M | +1.0% | -52.1% | +53.1% | +9.8% |
| YTD | +29.1% | -25.9% | +55.0% | +29.7% |
| 1Y | +28.5% | -8.5% | +36.9% | +24.1% |
| 3Y | +89.4% | +165.5% | -76.1% | +42.7% |
| All | +135.4% | +210.8% | -75.4% | +73.8% |
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