+102.3%
FFIV vs GGLL
+195.8%
-93.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.8% |
| 7D | -2.1% | +6.3% | -8.4% | -3.0% |
| 30D | -33.8% | -35.1% | +1.3% | -29.7% |
| 3M | -20.6% | -37.7% | +17.1% | -15.4% |
| 6M | -10.2% | -54.1% | +43.9% | -0.4% |
| YTD | +24.5% | -29.4% | +53.9% | +26.2% |
| 1Y | +29.3% | -13.4% | +42.7% | +25.2% |
| 3Y | +103.8% | +158.3% | -54.5% | +43.1% |
| All | +102.3% | +195.8% | -93.5% | +31.6% |
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