+33.1%
FE vs GGLL
+188.6%
-155.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.4% |
| 7D | -1.0% | +3.1% | -4.1% | -1.0% |
| 30D | +4.1% | -36.3% | +40.5% | +4.4% |
| 3M | -1.0% | -40.4% | +39.3% | -0.7% |
| 6M | +4.0% | -54.6% | +58.6% | +4.7% |
| YTD | +6.8% | -31.1% | +38.0% | +6.5% |
| 1Y | +5.3% | -19.2% | +24.5% | +4.6% |
| 3Y | +44.6% | +151.5% | -107.0% | +32.6% |
| All | +33.1% | +188.6% | -155.5% | +20.9% |
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