+99.9%
DGX vs GGLL
+309.0%
-209.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | 0.0% |
| 7D | -2.2% | -3.9% | +1.7% | -2.2% |
| 30D | -0.9% | -15.4% | +14.4% | -0.9% |
| 3M | +15.6% | -21.9% | +37.5% | +15.7% |
| 6M | +17.8% | +4.5% | +13.3% | +17.3% |
| YTD | +37.5% | -2.4% | +39.9% | +36.9% |
| 1Y | +31.2% | +57.8% | -26.6% | +29.2% |
| 3Y | +96.6% | +227.2% | -130.6% | +86.5% |
| All | +99.9% | +309.0% | -209.1% | +91.2% |
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 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