+328.7%
GGLL vs DAR
-10.9%
+339.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -2.2% |
| 7D | -4.8% | +1.4% | -6.1% | -5.1% |
| 30D | -13.7% | +12.8% | -26.5% | -16.1% |
| 3M | -21.9% | +7.4% | -29.2% | -23.4% |
| 6M | +11.7% | +22.3% | -10.6% | +5.8% |
| YTD | +2.3% | +81.1% | -78.8% | -11.9% |
| 1Y | +76.2% | +106.5% | -30.3% | +45.9% |
| 3Y | +245.0% | +5.3% | +239.7% | +226.9% |
| All | +328.7% | -10.9% | +339.6% | +325.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling