+34.6%
FE vs GGLL
+194.0%
-159.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -0.5% | +5.1% | -5.6% | -0.6% |
| 30D | +4.3% | -35.5% | +39.8% | +4.6% |
| 3M | +0.4% | -39.2% | +39.5% | +0.7% |
| 6M | +6.9% | -54.4% | +61.3% | +7.6% |
| YTD | +8.0% | -29.8% | +37.9% | +7.7% |
| 1Y | +4.8% | -20.4% | +25.2% | +4.2% |
| 3Y | +49.0% | +149.7% | -100.8% | +37.0% |
| All | +34.6% | +194.0% | -159.4% | +22.2% |
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