+31.2%
DG vs GGLL
-11.0%
+42.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +0.3% | +7.7% | -7.4% | -0.1% |
| 30D | +3.2% | -30.2% | +33.4% | +4.7% |
| 3M | +10.4% | -31.3% | +41.7% | +11.9% |
| 6M | +33.2% | -52.1% | +85.3% | +37.7% |
| YTD | +3.0% | -25.9% | +28.8% | +3.9% |
| 1Y | +31.2% | -8.5% | +39.7% | +37.1% |
| All | +31.2% | -11.0% | +42.3% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling