+413.6%
GFI vs GGLL
+210.8%
+202.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.1% | +0.2% |
| 7D | -8.7% | +7.7% | -16.4% | -9.7% |
| 30D | +0.6% | -30.2% | +30.8% | +4.9% |
| 3M | -7.5% | -31.3% | +23.8% | -3.5% |
| 6M | -18.3% | -52.1% | +33.8% | -11.2% |
| YTD | -13.8% | -25.9% | +12.1% | -12.1% |
| 1Y | -8.8% | -8.5% | -0.4% | -9.5% |
| 3Y | +215.8% | +165.5% | +50.3% | +168.1% |
| All | +413.6% | +210.8% | +202.8% | +318.3% |
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