+890.5%
DELL vs GGLL
+195.8%
+694.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +4.9% |
| 7D | -11.8% | +6.3% | -18.2% | -13.0% |
| 30D | -40.8% | -35.1% | -5.7% | -35.6% |
| 3M | -23.6% | -37.7% | +14.1% | -16.4% |
| 6M | +33.4% | -54.1% | +87.5% | +53.6% |
| YTD | +178.0% | -29.4% | +207.4% | +185.1% |
| 1Y | +138.6% | -13.4% | +152.0% | +130.4% |
| 3Y | +400.9% | +158.3% | +242.6% | +241.4% |
| All | +890.5% | +195.8% | +694.7% | +551.5% |
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