+96.2%
DE vs GGLL
+328.4%
-232.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | +0.7% | +1.9% | -1.2% | +0.6% |
| 30D | +9.6% | -9.7% | +19.4% | +10.3% |
| 3M | +19.0% | -18.0% | +37.0% | +20.0% |
| 6M | +16.1% | +15.3% | +0.8% | +13.6% |
| YTD | +47.0% | +2.2% | +44.8% | +44.9% |
| 1Y | +43.1% | +73.1% | -29.9% | +35.1% |
| 3Y | +77.5% | +242.7% | -165.2% | +53.5% |
| All | +96.2% | +328.4% | -232.1% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling