+71.3%
GD vs GGLL
+328.7%
-257.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.6% |
| 7D | -5.3% | -4.8% | -0.5% | -5.0% |
| 30D | -6.4% | -13.7% | +7.3% | -5.7% |
| 3M | +5.7% | -21.9% | +27.6% | +6.9% |
| 6M | -0.9% | +11.7% | -12.6% | -2.4% |
| YTD | +8.2% | +2.3% | +5.9% | +7.0% |
| 1Y | +13.4% | +76.2% | -62.7% | +8.0% |
| 3Y | +68.5% | +245.0% | -176.5% | +48.6% |
| All | +71.3% | +328.7% | -257.3% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling