+27.5%
DUK vs GGLL
+309.0%
-281.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.7% |
| 7D | -0.1% | -3.9% | +3.8% | -0.1% |
| 30D | +0.2% | -15.4% | +15.6% | +0.1% |
| 3M | -1.9% | -21.9% | +20.0% | -2.0% |
| 6M | -6.5% | +4.5% | -11.0% | -6.4% |
| YTD | +5.4% | -2.4% | +7.9% | +5.5% |
| 1Y | +3.6% | +57.8% | -54.2% | +3.6% |
| 3Y | +48.1% | +227.2% | -179.1% | +43.3% |
| All | +27.5% | +309.0% | -281.5% | +22.3% |
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