+93.1%
DRI vs GGLL
+328.7%
-235.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | +0.6% | -4.8% | +5.4% | +0.8% |
| 30D | +3.8% | -13.7% | +17.5% | +4.6% |
| 3M | +13.0% | -21.9% | +34.9% | +14.2% |
| 6M | +8.3% | +11.7% | -3.3% | +6.4% |
| YTD | +20.6% | +2.3% | +18.3% | +19.0% |
| 1Y | +6.5% | +76.2% | -69.7% | +0.2% |
| 3Y | +53.7% | +245.0% | -191.3% | +32.0% |
| All | +93.1% | +328.7% | -235.6% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling