+925.1%
FIX vs GGLL
+188.6%
+736.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.1% |
| 7D | -17.5% | +3.1% | -20.6% | -18.2% |
| 30D | -41.6% | -36.3% | -5.2% | -35.4% |
| 3M | -40.6% | -40.4% | -0.2% | -33.7% |
| 6M | -49.4% | -54.6% | +5.2% | -40.3% |
| YTD | +9.2% | -31.1% | +40.3% | +13.3% |
| 1Y | +6.5% | -19.2% | +25.6% | +5.7% |
| 3Y | +448.7% | +151.5% | +297.2% | +300.7% |
| All | +925.1% | +188.6% | +736.5% | +634.5% |
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