+46.0%
DGX vs GGLL
-11.6%
+57.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +3.8% |
| 7D | +4.1% | -23.1% | +27.2% | +3.0% |
| 30D | +10.5% | -32.9% | +43.4% | +8.8% |
| 3M | +9.8% | -44.9% | +54.7% | +7.1% |
| 6M | +34.6% | -49.5% | +84.1% | +32.4% |
| YTD | +49.8% | -28.9% | +78.7% | +46.6% |
| 1Y | +46.0% | -12.2% | +58.2% | +40.0% |
| All | +46.0% | -11.6% | +57.6% | +40.0% |
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