+13.0%
DLR vs GGLL
-11.6%
+24.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.5% | -3.9% | +2.3% |
| 7D | +2.8% | -23.1% | +26.0% | +3.7% |
| 30D | +2.8% | -32.9% | +35.7% | +4.4% |
| 3M | -4.0% | -44.9% | +40.9% | -1.5% |
| 6M | -5.6% | -49.5% | +43.9% | -2.0% |
| YTD | +21.9% | -28.9% | +50.8% | +20.2% |
| 1Y | +13.0% | -12.2% | +25.2% | +8.7% |
| All | +13.0% | -11.6% | +24.6% | +8.7% |
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