+148.1%
GGLL vs DAR
+13.0%
+135.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.0% |
| 7D | -1.3% | -8.1% | +6.8% | +0.1% |
| 30D | -36.3% | -17.1% | -19.1% | -34.3% |
| 3M | -42.7% | -12.3% | -30.4% | -41.8% |
| 6M | -53.1% | -21.8% | -31.3% | -51.4% |
| YTD | -32.1% | +40.8% | -72.9% | -38.3% |
| 1Y | -20.1% | +57.4% | -77.4% | -29.4% |
| All | +148.1% | +13.0% | +135.1% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling