-20.4%
GGLL vs DAR
+57.1%
-77.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | +5.1% | -3.8% | +8.9% | +5.0% |
| 30D | -35.5% | -14.4% | -21.1% | -35.8% |
| 3M | -39.2% | -17.9% | -21.2% | -39.8% |
| 6M | -54.4% | -18.3% | -36.1% | -55.3% |
| YTD | -29.8% | +43.2% | -73.1% | -33.5% |
| 1Y | -20.4% | +57.7% | -78.1% | -25.4% |
| All | -20.4% | +57.1% | -77.5% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling