+1,424.8%
DELL vs GGLL
+328.4%
+1,096.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +25.6% | +1.9% | +23.8% | +25.2% |
| 30D | +17.7% | -9.7% | +27.4% | +20.1% |
| 3M | +33.4% | -18.0% | +51.5% | +37.3% |
| 6M | +266.2% | +15.3% | +251.0% | +240.9% |
| YTD | +328.0% | +2.2% | +325.8% | +309.5% |
| 1Y | +339.6% | +73.1% | +266.5% | +261.3% |
| 3Y | +694.6% | +242.7% | +451.9% | +413.6% |
| All | +1,424.8% | +328.4% | +1,096.5% | +835.9% |
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