+58.2%
DLR vs GGLL
+245.5%
-187.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +1.6% | -4.8% | +6.3% | +2.1% |
| 30D | -3.4% | -13.7% | +10.3% | -1.9% |
| 3M | +0.5% | -21.9% | +22.4% | +2.7% |
| 6M | +4.6% | +11.7% | -7.1% | +1.2% |
| YTD | +23.4% | +2.3% | +21.1% | +20.4% |
| 1Y | +19.0% | +76.2% | -57.1% | +7.1% |
| All | +58.2% | +245.5% | -187.3% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling