+872.1%
FIX vs GGLL
+184.7%
+687.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.5% | -7.1% | -10.5% |
| 7D | -27.2% | -1.3% | -25.9% | -27.1% |
| 30D | -46.9% | -36.3% | -10.7% | -41.4% |
| 3M | -44.4% | -42.7% | -1.7% | -37.3% |
| 6M | -50.9% | -53.1% | +2.2% | -42.7% |
| YTD | +3.5% | -32.1% | +35.6% | +7.8% |
| 1Y | -2.1% | -20.1% | +18.0% | -2.5% |
| 3Y | +418.7% | +151.7% | +267.0% | +278.9% |
| All | +872.1% | +184.7% | +687.5% | +598.8% |
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