+13.0%
DT vs GGLL
+206.6%
-193.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.0% |
| 7D | -5.4% | +2.9% | -8.3% | -5.8% |
| 30D | -32.2% | -33.1% | +0.9% | -28.1% |
| 3M | -10.9% | -31.2% | +20.3% | -6.3% |
| 6M | +10.0% | -49.4% | +59.3% | +20.0% |
| YTD | +2.1% | -26.8% | +28.9% | +2.1% |
| 1Y | -5.5% | -17.7% | +12.2% | -8.5% |
| 3Y | -12.4% | +160.4% | -172.8% | -45.2% |
| All | +13.0% | +206.6% | -193.6% | -35.5% |
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