+538.2%
GGLL vs BOXX
+18.4%
+519.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.6% |
| 7D | -4.8% | +0.1% | -4.8% | -5.2% |
| 30D | -13.7% | +0.4% | -14.1% | -16.2% |
| 3M | -21.9% | +1.0% | -22.9% | -27.6% |
| 6M | +11.7% | +2.0% | +9.7% | -4.5% |
| YTD | +2.3% | +2.6% | -0.4% | -18.0% |
| 1Y | +76.2% | +4.1% | +72.1% | +22.3% |
| 3Y | +245.0% | +14.7% | +230.3% | +59.4% |
| All | +538.2% | +18.4% | +519.8% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling