+188.6%
GGLL vs ALM
+568.3%
-379.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +3.1% | -6.7% | +9.8% | +3.4% |
| 30D | -36.3% | -32.9% | -3.4% | -35.3% |
| 3M | -40.4% | -39.5% | -0.9% | -39.3% |
| 6M | -54.6% | -62.0% | +7.4% | -53.1% |
| YTD | -31.1% | -7.8% | -23.3% | -30.5% |
| 1Y | -19.2% | +26.7% | -45.9% | -19.1% |
| 3Y | +151.5% | +825.4% | -673.8% | +142.4% |
| All | +188.6% | +568.3% | -379.7% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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