+328.4%
GGLL vs DOC
-0.5%
+328.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.9% | -1.5% | +3.4% | +2.5% |
| 30D | -9.7% | -3.7% | -6.0% | -8.4% |
| 3M | -18.0% | +5.2% | -23.3% | -20.1% |
| 6M | +15.3% | +22.5% | -7.2% | +5.0% |
| YTD | +2.2% | +33.2% | -31.0% | -10.6% |
| 1Y | +73.1% | +19.8% | +53.3% | +58.4% |
| 3Y | +242.7% | +23.8% | +218.9% | +206.9% |
| All | +328.4% | -0.5% | +328.9% | +392.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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