+70.8%
DRI vs GGLL
+153.6%
-82.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.4% |
| 7D | +3.1% | +6.3% | -3.2% | +2.9% |
| 30D | +16.2% | -35.1% | +51.3% | +18.1% |
| 3M | +8.4% | -37.7% | +46.0% | +10.2% |
| 6M | +19.0% | -54.1% | +73.1% | +22.6% |
| YTD | +28.8% | -29.4% | +58.3% | +28.8% |
| 1Y | +33.1% | -13.4% | +46.5% | +31.1% |
| 3Y | +70.8% | +158.3% | -87.5% | +51.2% |
| All | +70.8% | +153.6% | -82.8% | +51.2% |
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