+105.3%
DRI vs GGLL
+210.8%
-105.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +1.1% | +7.7% | -6.6% | +0.7% |
| 30D | +9.7% | -30.2% | +39.9% | +11.5% |
| 3M | +3.2% | -31.3% | +34.4% | +4.8% |
| 6M | +20.6% | -52.1% | +72.7% | +24.7% |
| YTD | +28.3% | -25.9% | +54.1% | +28.2% |
| 1Y | +34.5% | -8.5% | +43.0% | +32.2% |
| 3Y | +66.5% | +165.5% | -99.0% | +44.4% |
| All | +105.3% | +210.8% | -105.5% | +75.7% |
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 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