-41.1%
DG vs GGLL
+188.6%
-229.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.1% |
| 7D | +1.1% | +3.1% | -2.0% | +1.1% |
| 30D | +9.5% | -36.3% | +45.8% | +9.7% |
| 3M | +5.5% | -40.4% | +45.8% | +5.6% |
| 6M | +16.1% | -54.6% | +70.7% | +16.2% |
| YTD | +2.7% | -31.1% | +33.8% | +2.9% |
| 1Y | +42.1% | -19.2% | +61.3% | +42.9% |
| 3Y | +19.3% | +151.5% | -132.3% | +20.2% |
| All | -41.1% | +188.6% | -229.7% | -41.4% |
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