+105.2%
DRI vs GGLL
+194.0%
-88.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +4.2% | +5.1% | -0.9% | +4.0% |
| 30D | +15.7% | -35.5% | +51.2% | +18.0% |
| 3M | +5.8% | -39.2% | +44.9% | +8.2% |
| 6M | +18.4% | -54.4% | +72.8% | +22.8% |
| YTD | +28.2% | -29.8% | +58.1% | +28.5% |
| 1Y | +35.9% | -20.4% | +56.3% | +34.8% |
| 3Y | +67.7% | +149.7% | -82.0% | +46.0% |
| All | +105.2% | +194.0% | -88.8% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling