-35.1%
GFS vs GGLL
+188.6%
-223.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.4% | +4.8% | +5.9% |
| 7D | -7.8% | +3.1% | -10.9% | -8.5% |
| 30D | -19.7% | -36.3% | +16.7% | -11.6% |
| 3M | -23.1% | -40.4% | +17.2% | -14.5% |
| 6M | -46.4% | -54.6% | +8.2% | -37.0% |
| YTD | +11.0% | -31.1% | +42.2% | +13.8% |
| 1Y | +12.6% | -19.2% | +31.8% | +9.3% |
| 3Y | -24.9% | +151.5% | -176.5% | -53.1% |
| All | -35.1% | +188.6% | -223.8% | -62.2% |
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