+55.3%
DLR vs GGLL
+163.0%
-107.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.1% | -0.3% |
| 7D | -2.0% | +2.9% | -4.9% | -2.3% |
| 30D | +0.5% | -33.1% | +33.7% | +4.2% |
| 3M | -4.4% | -31.2% | +26.8% | -1.4% |
| 6M | -6.4% | -49.4% | +42.9% | -0.7% |
| YTD | +19.5% | -26.8% | +46.3% | +19.8% |
| 1Y | +10.5% | -17.7% | +28.2% | +8.8% |
| All | +55.3% | +163.0% | -107.7% | +26.5% |
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