-40.9%
DG vs GGLL
+210.8%
-251.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.3% |
| 7D | +0.3% | +7.7% | -7.4% | +0.3% |
| 30D | +3.2% | -30.2% | +33.4% | +3.3% |
| 3M | +10.4% | -31.3% | +41.7% | +10.5% |
| 6M | +33.2% | -52.1% | +85.3% | +33.2% |
| YTD | +3.0% | -25.9% | +28.8% | +3.2% |
| 1Y | +31.2% | -8.5% | +39.7% | +32.0% |
| 3Y | +21.8% | +165.5% | -143.7% | +22.8% |
| All | -40.9% | +210.8% | -251.7% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling