+101.4%
DD vs GGLL
+328.7%
-227.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -3.5% | -4.8% | +1.3% | -2.9% |
| 30D | -10.3% | -13.7% | +3.4% | -8.6% |
| 3M | -7.5% | -21.9% | +14.3% | -5.1% |
| 6M | -8.0% | +11.7% | -19.7% | -11.4% |
| YTD | +10.5% | +2.3% | +8.2% | +7.4% |
| 1Y | +38.3% | +76.2% | -37.9% | +21.5% |
| 3Y | +42.5% | +245.0% | -202.5% | +4.7% |
| All | +101.4% | +328.7% | -227.3% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling