+24.1%
GDDY vs GGLL
+328.4%
-304.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.1% | -8.2% | -8.3% |
| 7D | -7.6% | +1.9% | -9.5% | -7.8% |
| 30D | +2.0% | -9.7% | +11.7% | +3.3% |
| 3M | +15.1% | -18.0% | +33.1% | +17.1% |
| 6M | -1.1% | +15.3% | -16.4% | -5.3% |
| YTD | -25.1% | +2.2% | -27.3% | -27.2% |
| 1Y | -37.3% | +73.1% | -110.4% | -44.8% |
| 3Y | +24.5% | +242.7% | -218.2% | -10.9% |
| All | +24.1% | +328.4% | -304.3% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling