-35.4%
DOW vs GGLL
+245.5%
-281.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.9% |
| 7D | -2.4% | -4.8% | +2.4% | -2.1% |
| 30D | +0.4% | -13.7% | +14.1% | +1.3% |
| 3M | -14.4% | -21.9% | +7.5% | -13.2% |
| 6M | -7.0% | +11.7% | -18.6% | -9.8% |
| YTD | +30.2% | +2.3% | +27.9% | +27.3% |
| 1Y | +29.2% | +76.2% | -47.0% | +15.9% |
| All | -35.4% | +245.5% | -281.0% | -50.7% |
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