+28.7%
GDDY vs GGLL
+313.5%
-284.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.8% |
| 7D | -7.0% | -5.8% | -1.2% | -6.3% |
| 30D | +6.2% | -7.2% | +13.4% | +7.2% |
| 3M | +20.0% | -17.5% | +37.6% | +21.9% |
| 6M | +6.8% | +5.1% | +1.8% | +3.7% |
| YTD | -22.3% | -1.3% | -21.0% | -24.1% |
| 1Y | -33.5% | +60.2% | -93.7% | -40.8% |
| 3Y | +29.2% | +230.8% | -201.6% | -7.2% |
| All | +28.7% | +313.5% | -284.8% | -12.8% |
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 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