+24.8%
DG vs GGLL
+163.0%
-138.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.1% |
| 7D | -3.0% | +2.9% | -5.9% | -2.9% |
| 30D | +8.6% | -33.1% | +41.7% | +8.3% |
| 3M | +15.0% | -31.2% | +46.2% | +14.7% |
| 6M | +32.7% | -49.4% | +82.0% | +31.8% |
| YTD | +5.5% | -26.8% | +32.3% | +5.8% |
| 1Y | +34.6% | -17.7% | +52.3% | +35.8% |
| All | +24.8% | +163.0% | -138.2% | +39.9% |
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