+37.7%
DRI vs GGLL
-15.6%
+53.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.1% |
| 7D | -0.7% | +2.9% | -3.6% | -0.7% |
| 30D | +14.7% | -33.1% | +47.8% | +14.8% |
| 3M | +5.4% | -31.2% | +36.6% | +5.4% |
| 6M | +18.8% | -49.4% | +68.2% | +19.3% |
| YTD | +28.4% | -26.8% | +55.2% | +26.4% |
| 1Y | +37.7% | -17.7% | +55.4% | +34.9% |
| All | +37.7% | -15.6% | +53.2% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling