+225.1%
GGLL vs BOXX
+14.6%
+210.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -3.9% | +0.1% | -4.0% | -4.5% |
| 30D | -15.4% | +0.3% | -15.7% | -18.0% |
| 3M | -21.9% | +1.0% | -22.9% | -29.0% |
| 6M | +4.5% | +1.9% | +2.6% | -14.5% |
| YTD | -2.4% | +2.6% | -5.0% | -27.2% |
| 1Y | +57.8% | +4.0% | +53.8% | -2.6% |
| All | +225.1% | +14.6% | +210.5% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling