-19.4%
DOW vs GGLL
+194.0%
-213.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | -6.8% | +5.1% | -11.9% | -7.2% |
| 30D | +10.8% | -35.5% | +46.3% | +14.2% |
| 3M | +4.1% | -39.2% | +43.3% | +7.7% |
| 6M | -12.7% | -54.4% | +41.6% | -7.7% |
| YTD | +39.2% | -29.8% | +69.1% | +38.8% |
| 1Y | +49.5% | -20.4% | +69.9% | +45.8% |
| 3Y | -24.4% | +149.7% | -174.1% | -42.5% |
| All | -19.4% | +194.0% | -213.5% | -40.3% |
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