+210.8%
GGLL vs DAR
-23.5%
+234.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +7.7% | +11.6% | -3.9% | +5.3% |
| 30D | -30.2% | -10.2% | -20.0% | -28.8% |
| 3M | -31.3% | -14.8% | -16.4% | -29.4% |
| 6M | -52.1% | -10.1% | -42.0% | -51.5% |
| YTD | -25.9% | +55.5% | -81.4% | -34.3% |
| 1Y | -8.5% | +61.7% | -70.1% | -19.9% |
| 3Y | +165.5% | +37.2% | +128.4% | +129.7% |
| All | +210.8% | -23.5% | +234.3% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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