+377.0%
DELL vs GGLL
+154.9%
+222.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.4% |
| 7D | -22.6% | +3.1% | -25.7% | -23.0% |
| 30D | -43.2% | -36.3% | -6.8% | -38.1% |
| 3M | -24.8% | -40.4% | +15.5% | -17.3% |
| 6M | +38.0% | -54.6% | +92.6% | +58.8% |
| YTD | +163.7% | -31.1% | +194.9% | +170.8% |
| 1Y | +122.5% | -19.2% | +141.7% | +117.4% |
| 3Y | +377.0% | +151.5% | +225.4% | +228.9% |
| All | +377.0% | +154.9% | +222.0% | +228.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling