+14.4%
DT vs GGLL
+210.8%
-196.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +3.1% | +7.7% | -4.5% | +1.9% |
| 30D | -29.5% | -30.2% | +0.7% | -25.8% |
| 3M | -11.7% | -31.3% | +19.5% | -7.1% |
| 6M | +29.0% | -52.1% | +81.1% | +42.6% |
| YTD | +3.4% | -25.9% | +29.2% | +3.2% |
| 1Y | -4.2% | -8.5% | +4.2% | -9.3% |
| 3Y | -12.8% | +165.5% | -178.4% | -45.7% |
| All | +14.4% | +210.8% | -196.3% | -34.8% |
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