+54.9%
GD vs GGLL
+151.4%
-96.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | -2.2% |
| 7D | -3.9% | -1.3% | -2.6% | -3.9% |
| 30D | +8.1% | -36.3% | +44.3% | +9.7% |
| 3M | -6.8% | -42.7% | +35.9% | -5.0% |
| 6M | +3.0% | -53.1% | +56.1% | +5.8% |
| YTD | +7.8% | -32.1% | +39.8% | +8.0% |
| 1Y | +5.8% | -20.1% | +25.9% | +4.9% |
| All | +54.9% | +151.4% | -96.6% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling