+41.8%
GEN vs GGLL
+195.8%
-154.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | -0.3% | +6.3% | -6.6% | -0.8% |
| 30D | +28.2% | -35.1% | +63.3% | +32.8% |
| 3M | +2.6% | -37.7% | +40.3% | +6.7% |
| 6M | +32.7% | -54.1% | +86.8% | +42.0% |
| YTD | +11.3% | -29.4% | +40.7% | +12.3% |
| 1Y | +17.9% | -13.4% | +31.3% | +15.8% |
| 3Y | +66.3% | +158.3% | -92.0% | +31.4% |
| All | +41.8% | +195.8% | -154.0% | +8.6% |
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