+39.3%
DGX vs GGLL
-15.6%
+54.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.3% |
| 7D | +1.2% | +2.9% | -1.7% | +1.3% |
| 30D | +11.2% | -33.1% | +44.3% | +9.3% |
| 3M | +9.3% | -31.2% | +40.5% | +7.6% |
| 6M | +37.4% | -49.4% | +86.7% | +34.9% |
| YTD | +51.6% | -26.8% | +78.4% | +48.3% |
| 1Y | +39.3% | -17.7% | +57.0% | +35.1% |
| All | +39.3% | -15.6% | +54.9% | +35.1% |
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