+70.7%
DLR vs GGLL
+195.8%
-125.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.0% |
| 7D | +2.4% | +6.3% | -4.0% | +1.5% |
| 30D | +0.7% | -35.1% | +35.8% | +6.2% |
| 3M | -6.4% | -37.7% | +31.2% | -1.1% |
| 6M | -6.5% | -54.1% | +47.6% | +2.7% |
| YTD | +18.8% | -29.4% | +48.2% | +20.1% |
| 1Y | +9.0% | -13.4% | +22.4% | +5.8% |
| 3Y | +54.5% | +158.3% | -103.8% | +12.0% |
| All | +70.7% | +195.8% | -125.1% | +12.0% |
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