+515.6%
GGLL vs BOXX
+18.4%
+497.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -5.8% | 0.0% | -5.8% | -6.1% |
| 30D | -7.2% | +0.3% | -7.5% | -9.3% |
| 3M | -17.5% | +1.0% | -18.5% | -23.4% |
| 6M | +5.1% | +1.9% | +3.1% | -9.8% |
| YTD | -1.3% | +2.6% | -4.0% | -20.9% |
| 1Y | +60.2% | +4.0% | +56.2% | +11.9% |
| 3Y | +230.8% | +14.6% | +216.2% | +52.2% |
| All | +515.6% | +18.4% | +497.2% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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