+328.4%
GGLL vs DAR
-8.3%
+336.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.7% |
| 7D | +1.9% | -0.9% | +2.7% | +2.0% |
| 30D | -9.7% | +13.0% | -22.7% | -12.2% |
| 3M | -18.0% | +15.0% | -33.0% | -20.8% |
| 6M | +15.3% | +26.8% | -11.6% | +8.4% |
| YTD | +2.2% | +86.4% | -84.2% | -12.5% |
| 1Y | +73.1% | +115.1% | -42.0% | +42.1% |
| 3Y | +242.7% | +14.6% | +228.1% | +217.4% |
| All | +328.4% | -8.3% | +336.7% | +322.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling