+99.9%
DGX vs GGLL
+328.4%
-228.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | +1.9% | -2.2% | -0.3% |
| 30D | -1.2% | -9.7% | +8.5% | -1.2% |
| 3M | +19.9% | -18.0% | +37.9% | +20.0% |
| 6M | +19.2% | +15.3% | +4.0% | +18.6% |
| YTD | +37.5% | +2.2% | +35.3% | +36.9% |
| 1Y | +31.3% | +73.1% | -41.8% | +29.2% |
| 3Y | +96.6% | +242.7% | -146.1% | +86.5% |
| All | +99.9% | +328.4% | -228.5% | +91.3% |
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