+648.0%
GE vs GGLL
+195.8%
+452.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +3.4% |
| 7D | +6.3% | +6.3% | -0.1% | +5.3% |
| 30D | +8.9% | -35.1% | +44.0% | +15.3% |
| 3M | -9.2% | -37.7% | +28.5% | -3.5% |
| 6M | +13.2% | -54.1% | +67.3% | +25.3% |
| YTD | +9.4% | -29.4% | +38.8% | +11.7% |
| 1Y | +9.8% | -13.4% | +23.2% | +8.0% |
| 3Y | +278.2% | +158.3% | +119.9% | +195.1% |
| All | +648.0% | +195.8% | +452.2% | +478.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling