+169.6%
GAP vs GGLL
+194.0%
-24.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.1% | +5.1% | -5.2% | -1.0% |
| 30D | -5.4% | -35.5% | +30.1% | +2.2% |
| 3M | +2.9% | -39.2% | +42.0% | +12.3% |
| 6M | -4.4% | -54.4% | +50.0% | +9.7% |
| YTD | -11.6% | -29.8% | +18.3% | -8.9% |
| 1Y | -6.0% | -20.4% | +14.4% | -6.5% |
| 3Y | +78.0% | +149.7% | -71.7% | +23.7% |
| All | +169.6% | +194.0% | -24.5% | +81.9% |
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