+217.5%
GGLL vs ALM
+528.0%
-310.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.5% | +10.0% | +3.8% |
| 7D | +11.5% | -4.0% | +15.5% | +11.7% |
| 30D | -31.2% | -30.5% | -0.7% | -30.2% |
| 3M | -28.7% | -46.9% | +18.2% | -26.9% |
| 6M | -47.2% | -65.5% | +18.3% | -45.2% |
| YTD | -24.3% | -13.4% | -10.9% | -23.3% |
| 1Y | -12.0% | +9.8% | -21.8% | -11.6% |
| 3Y | +169.6% | +783.1% | -613.5% | +160.4% |
| All | +217.5% | +528.0% | -310.5% | +204.9% |
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