-7.0%
DT vs GGLL
-18.8%
+11.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -24.7% | +3.1% | -27.8% | -24.7% |
| 30D | -27.4% | -36.3% | +9.0% | -27.0% |
| 3M | -11.1% | -40.4% | +29.2% | -10.8% |
| 6M | +13.7% | -54.6% | +68.3% | +12.5% |
| YTD | +0.2% | -31.1% | +31.4% | -0.8% |
| All | -7.0% | -18.8% | +11.8% | -7.6% |
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