+194.0%
GGLL vs BR
+23.8%
+170.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +5.1% | +5.0% | +0.1% | +2.8% |
| 30D | -35.5% | +16.6% | -52.1% | -40.2% |
| 3M | -39.2% | +12.0% | -51.1% | -42.5% |
| 6M | -54.4% | +30.7% | -85.1% | -60.1% |
| YTD | -29.8% | -11.9% | -17.9% | -23.8% |
| 1Y | -20.4% | -11.6% | -8.9% | -13.9% |
| 3Y | +149.7% | +15.0% | +134.7% | +109.5% |
| All | +194.0% | +23.8% | +170.2% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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