+77.0%
DIA vs GGLL
+194.0%
-117.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.9% | +5.1% | -4.2% | +0.4% |
| 30D | +1.1% | -35.5% | +36.6% | +5.5% |
| 3M | -2.9% | -39.2% | +36.3% | +1.8% |
| 6M | +5.9% | -54.4% | +60.3% | +13.8% |
| YTD | +9.8% | -29.8% | +39.6% | +11.3% |
| 1Y | +11.7% | -20.4% | +32.1% | +11.2% |
| 3Y | +59.5% | +149.7% | -90.2% | +30.6% |
| All | +77.0% | +194.0% | -117.0% | +41.4% |
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