-20.2%
DOW vs GGLL
+166.5%
-186.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +5.2% | +7.7% | -2.5% | +4.8% |
| 30D | +13.2% | -30.2% | +43.4% | +15.0% |
| 3M | +10.1% | -31.3% | +41.4% | +11.8% |
| 6M | -13.1% | -52.1% | +39.0% | -9.7% |
| YTD | +46.1% | -25.9% | +72.0% | +44.8% |
| 1Y | +50.0% | -8.5% | +58.5% | +44.2% |
| 3Y | -20.2% | +165.5% | -185.8% | -35.8% |
| All | -20.2% | +166.5% | -186.8% | -35.8% |
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