-9.2%
ES vs GGLL
+195.8%
-205.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.5% |
| 7D | -0.1% | +6.3% | -6.4% | -0.1% |
| 30D | +5.7% | -35.1% | +40.8% | +6.1% |
| 3M | -2.8% | -37.7% | +34.9% | -2.4% |
| 6M | +7.0% | -54.1% | +61.1% | +7.9% |
| YTD | +6.8% | -29.4% | +36.2% | +6.7% |
| 1Y | -0.5% | -13.4% | +12.9% | -1.0% |
| 3Y | +47.2% | +158.3% | -111.1% | +35.3% |
| All | -9.2% | +195.8% | -205.0% | -18.3% |
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