+541.5%
GFI vs GGLL
+313.5%
+228.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.0% |
| 7D | -5.1% | -5.8% | +0.6% | -4.4% |
| 30D | +13.4% | -7.2% | +20.6% | +14.5% |
| 3M | +36.2% | -17.5% | +53.8% | +38.8% |
| 6M | -9.8% | +5.1% | -14.9% | -11.2% |
| YTD | +7.7% | -1.3% | +9.0% | +6.4% |
| 1Y | +27.2% | +60.2% | -33.0% | +18.9% |
| 3Y | +300.3% | +230.8% | +69.5% | +232.2% |
| All | +541.5% | +313.5% | +228.0% | +406.5% |
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