+643.2%
GEV vs GGLL
+209.4%
+433.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +8.1% | +1.9% | +6.2% | +7.6% |
| 30D | -1.9% | -9.7% | +7.8% | +0.3% |
| 3M | +4.1% | -18.0% | +22.1% | +7.6% |
| 6M | +23.2% | +15.3% | +8.0% | +13.3% |
| YTD | +48.9% | +2.2% | +46.7% | +40.6% |
| 1Y | +62.2% | +73.1% | -10.9% | +29.7% |
| All | +643.2% | +209.4% | +433.8% | +358.9% |
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