+195.8%
GGLL vs DAR
-28.2%
+224.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +1.6% |
| 7D | +6.3% | -2.8% | +9.1% | +6.9% |
| 30D | -35.1% | -12.8% | -22.3% | -33.3% |
| 3M | -37.7% | -11.6% | -26.1% | -36.5% |
| 6M | -54.1% | -16.8% | -37.3% | -52.8% |
| YTD | -29.4% | +45.9% | -75.3% | -36.7% |
| 1Y | -13.4% | +61.5% | -74.9% | -24.4% |
| 3Y | +158.3% | +23.0% | +135.4% | +129.0% |
| All | +195.8% | -28.2% | +224.0% | +205.7% |
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