+17.1%
EXE vs GGLL
+328.4%
-311.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | +1.9% | -3.7% | -1.9% |
| 30D | +6.4% | -9.7% | +16.1% | +7.2% |
| 3M | +9.2% | -18.0% | +27.3% | +10.4% |
| 6M | -7.0% | +15.3% | -22.2% | -9.6% |
| YTD | -9.5% | +2.2% | -11.7% | -11.2% |
| 1Y | +6.2% | +73.1% | -66.9% | -2.0% |
| 3Y | +20.7% | +242.7% | -222.0% | -2.7% |
| All | +17.1% | +328.4% | -311.3% | -9.7% |
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