-38.9%
GFS vs GGLL
+184.7%
-223.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.5% | -5.4% | -8.8% |
| 7D | -20.7% | -1.3% | -19.4% | -20.5% |
| 30D | -25.2% | -36.3% | +11.0% | -17.7% |
| 3M | -26.3% | -42.7% | +16.4% | -17.3% |
| 6M | -50.7% | -53.1% | +2.4% | -42.7% |
| YTD | +4.5% | -32.1% | +36.6% | +7.5% |
| 1Y | +2.5% | -20.1% | +22.5% | -0.3% |
| 3Y | -30.9% | +151.7% | -182.6% | -56.9% |
| All | -38.9% | +184.7% | -223.6% | -64.3% |
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