+362.6%
GGLL vs BOXX
+19.3%
+343.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | -30.2% | +0.4% | -30.6% | -32.1% |
| 3M | -31.3% | +1.0% | -32.3% | -36.2% |
| 6M | -52.1% | +2.0% | -54.1% | -58.7% |
| YTD | -25.9% | +3.4% | -29.3% | -43.7% |
| 1Y | -8.5% | +4.1% | -12.5% | -35.1% |
| 3Y | +165.5% | +14.4% | +151.1% | +12.6% |
| All | +362.6% | +19.3% | +343.3% | +128.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling