+47.9%
DE vs GGLL
+80.0%
-32.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | +10.0% | -4.8% | +14.8% | +10.2% |
| 30D | +13.3% | -13.7% | +27.0% | +14.0% |
| 3M | +17.5% | -21.9% | +39.4% | +18.5% |
| 6M | +13.6% | +11.7% | +1.9% | +11.2% |
| YTD | +49.8% | +2.3% | +47.5% | +46.2% |
| 1Y | +47.9% | +76.2% | -28.3% | +42.7% |
| All | +47.9% | +80.0% | -32.1% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling