+198.0%
GGLL vs DOC
-1.2%
+199.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.1% | +3.4% | +5.4% |
| 7D | -23.1% | +8.7% | -31.8% | -25.5% |
| 30D | -32.9% | +7.6% | -40.5% | -35.0% |
| 3M | -44.9% | -5.3% | -39.6% | -43.9% |
| 6M | -49.5% | +27.6% | -77.1% | -55.0% |
| YTD | -28.9% | +32.4% | -61.3% | -37.8% |
| 1Y | -12.2% | +22.9% | -35.1% | -20.7% |
| 3Y | +163.5% | +43.1% | +120.4% | +113.6% |
| All | +198.0% | -1.2% | +199.2% | +242.5% |
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