+113.7%
FDX vs GGLL
+194.0%
-80.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.5% | +5.1% | -4.6% | -0.2% |
| 30D | +9.5% | -35.5% | +45.0% | +15.0% |
| 3M | -1.3% | -39.2% | +37.8% | +4.2% |
| 6M | +5.5% | -54.4% | +59.9% | +14.9% |
| YTD | +38.9% | -29.8% | +68.7% | +41.0% |
| 1Y | +58.8% | -20.4% | +79.2% | +57.7% |
| 3Y | +71.1% | +149.7% | -78.6% | +30.9% |
| All | +113.7% | +194.0% | -80.4% | +53.9% |
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