-13.9%
DT vs GGLL
+157.4%
-171.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -7.5% | +5.1% | -12.6% | -7.9% |
| 30D | -31.5% | -35.5% | +4.0% | -29.1% |
| 3M | -14.0% | -39.2% | +25.1% | -10.7% |
| 6M | +6.9% | -54.4% | +61.2% | +13.0% |
| YTD | +0.3% | -29.8% | +30.2% | +0.5% |
| 1Y | -6.9% | -20.4% | +13.5% | -8.6% |
| 3Y | -13.9% | +149.7% | -163.6% | -31.6% |
| All | -13.9% | +157.4% | -171.3% | -31.6% |
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 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