+121.3%
DGX vs GGLL
+195.8%
-74.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.6% |
| 7D | +3.5% | +6.3% | -2.8% | +3.5% |
| 30D | +12.4% | -35.1% | +47.5% | +12.4% |
| 3M | +9.3% | -37.7% | +47.0% | +9.3% |
| 6M | +39.7% | -54.1% | +93.8% | +40.2% |
| YTD | +52.2% | -29.4% | +81.6% | +51.5% |
| 1Y | +47.1% | -13.4% | +60.5% | +45.8% |
| 3Y | +108.8% | +158.3% | -49.6% | +97.3% |
| All | +121.3% | +195.8% | -74.6% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling