+41.8%
GEN vs GGLL
+328.4%
-286.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -0.7% | +1.9% | -2.6% | -0.9% |
| 30D | +2.6% | -9.7% | +12.4% | +3.9% |
| 3M | +15.8% | -18.0% | +33.8% | +17.8% |
| 6M | +33.1% | +15.3% | +17.9% | +29.4% |
| YTD | +11.3% | +2.2% | +9.1% | +9.3% |
| 1Y | +1.7% | +73.1% | -71.4% | -7.1% |
| 3Y | +58.1% | +242.7% | -184.6% | +23.3% |
| All | +41.8% | +328.4% | -286.5% | +5.7% |
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