-20.0%
DOCS vs GGLL
+328.7%
-348.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -2.2% |
| 7D | -1.4% | -4.8% | +3.4% | -0.3% |
| 30D | +21.8% | -13.7% | +35.5% | +25.9% |
| 3M | +27.3% | -21.9% | +49.1% | +33.3% |
| 6M | -0.3% | +11.7% | -12.0% | -7.7% |
| YTD | -40.5% | +2.3% | -42.8% | -43.6% |
| 1Y | -61.5% | +76.2% | -137.7% | -69.5% |
| 3Y | +8.2% | +245.0% | -236.8% | -40.4% |
| All | -20.0% | +328.7% | -348.7% | -63.0% |
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