+69.6%
GD vs GGLL
+188.6%
-119.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -5.0% | +3.1% | -8.1% | -5.1% |
| 30D | +8.9% | -36.3% | +45.3% | +10.9% |
| 3M | -8.0% | -40.4% | +32.3% | -6.1% |
| 6M | +2.9% | -54.6% | +57.5% | +6.4% |
| YTD | +7.1% | -31.1% | +38.2% | +7.5% |
| 1Y | +5.9% | -19.2% | +25.1% | +5.1% |
| 3Y | +53.9% | +151.5% | -97.7% | +37.2% |
| All | +69.6% | +188.6% | -119.0% | +54.2% |
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