+31.2%
DGX vs GGLL
+64.8%
-33.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | -0.2% |
| 7D | -2.2% | -3.9% | +1.7% | -2.4% |
| 30D | -0.9% | -15.4% | +14.4% | -1.7% |
| 3M | +15.6% | -21.9% | +37.5% | +15.0% |
| 6M | +17.8% | +4.5% | +13.3% | +18.0% |
| YTD | +37.5% | -2.4% | +39.9% | +36.7% |
| 1Y | +31.2% | +57.8% | -26.6% | +34.9% |
| All | +31.2% | +64.8% | -33.7% | +34.9% |
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 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