+73.9%
DLR vs GGLL
+217.5%
-143.6%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +0.8% |
| 7D | +5.0% | +11.5% | -6.5% | +3.5% |
| 30D | +3.0% | -31.2% | +34.2% | +7.7% |
| 3M | -6.3% | -28.7% | +22.4% | -2.7% |
| 6M | -4.8% | -47.2% | +42.4% | +2.4% |
| YTD | +21.0% | -24.3% | +45.3% | +21.1% |
| 1Y | +15.1% | -12.0% | +27.1% | +11.8% |
| 3Y | +56.0% | +169.6% | -113.6% | +12.8% |
| All | +73.9% | +217.5% | -143.6% | +13.0% |
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 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