+184.7%
GGLL vs DOC
-1.4%
+186.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | -1.3% | +6.2% | -7.5% | -3.4% |
| 30D | -36.3% | +6.5% | -42.7% | -38.0% |
| 3M | -42.7% | -6.2% | -36.4% | -41.4% |
| 6M | -53.1% | +25.6% | -78.7% | -57.9% |
| YTD | -32.1% | +32.1% | -64.2% | -40.5% |
| 1Y | -20.1% | +20.3% | -40.4% | -27.2% |
| 3Y | +151.7% | +42.7% | +109.0% | +104.2% |
| All | +184.7% | -1.4% | +186.1% | +227.4% |
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