+11.0%
DT vs GGLL
+188.6%
-177.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.8% |
| 7D | -24.7% | +3.1% | -27.8% | -25.1% |
| 30D | -27.4% | -36.3% | +9.0% | -22.4% |
| 3M | -11.1% | -40.4% | +29.2% | -4.3% |
| 6M | +13.7% | -54.6% | +68.3% | +26.5% |
| YTD | +0.2% | -31.1% | +31.4% | +1.3% |
| 1Y | -5.7% | -19.2% | +13.5% | -8.7% |
| 3Y | -8.1% | +151.5% | -159.7% | -42.6% |
| All | +11.0% | +188.6% | -177.7% | -36.0% |
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