+961.6%
DELL vs GGLL
+217.5%
+744.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.4% |
| 7D | +17.1% | +11.5% | +5.6% | +14.5% |
| 30D | -35.1% | -31.2% | -3.8% | -30.2% |
| 3M | -23.3% | -28.7% | +5.4% | -18.4% |
| 6M | +55.8% | -47.2% | +103.0% | +73.8% |
| YTD | +198.0% | -24.3% | +222.2% | +201.0% |
| 1Y | +166.6% | -12.0% | +178.6% | +157.8% |
| 3Y | +427.6% | +169.6% | +258.0% | +256.7% |
| All | +961.6% | +217.5% | +744.1% | +588.0% |
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 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