-20.8%
DOW vs GGLL
+195.8%
-216.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.6% |
| 7D | -9.4% | +6.3% | -15.8% | -9.9% |
| 30D | +8.9% | -35.1% | +44.0% | +12.3% |
| 3M | +6.7% | -37.7% | +44.4% | +10.2% |
| 6M | -14.2% | -54.1% | +39.9% | -9.3% |
| YTD | +36.9% | -29.4% | +66.3% | +36.5% |
| 1Y | +45.8% | -13.4% | +59.1% | +40.3% |
| 3Y | -23.9% | +158.3% | -182.2% | -42.4% |
| All | -20.8% | +195.8% | -216.6% | -41.3% |
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