+7.3%
DIS vs GGLL
+184.7%
-177.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.9% |
| 7D | +5.7% | -1.3% | +7.0% | +5.8% |
| 30D | +12.7% | -36.3% | +48.9% | +18.4% |
| 3M | +15.2% | -42.7% | +57.9% | +22.6% |
| 6M | +17.6% | -53.1% | +70.6% | +27.4% |
| YTD | +3.8% | -32.1% | +35.9% | +6.0% |
| 1Y | +6.8% | -20.1% | +26.9% | +5.9% |
| 3Y | +42.1% | +151.7% | -109.6% | +6.9% |
| All | +7.3% | +184.7% | -177.4% | -23.8% |
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