+36.5%
DUK vs GGLL
+194.0%
-157.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.6% |
| 7D | +1.9% | +5.1% | -3.2% | +2.0% |
| 30D | +10.5% | -35.5% | +46.0% | +10.0% |
| 3M | +7.3% | -39.2% | +46.5% | +6.8% |
| 6M | +5.7% | -54.4% | +60.0% | +5.1% |
| YTD | +12.9% | -29.8% | +42.7% | +12.5% |
| 1Y | +8.6% | -20.4% | +29.0% | +8.2% |
| 3Y | +63.5% | +149.7% | -86.2% | +57.0% |
| All | +36.5% | +194.0% | -157.5% | +30.4% |
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