-30.1%
GDDY vs GGLL
+80.0%
-110.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.2% |
| 7D | +3.7% | -4.8% | +8.5% | +3.8% |
| 30D | +10.4% | -13.7% | +24.1% | +10.5% |
| 3M | +19.4% | -21.9% | +41.3% | +20.5% |
| 6M | +14.3% | +11.7% | +2.6% | +13.9% |
| YTD | -18.4% | +2.3% | -20.6% | -18.3% |
| 1Y | -30.1% | +76.2% | -106.3% | -33.1% |
| All | -30.1% | +80.0% | -110.1% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling