-12.2%
GGLL vs DTE
+5.6%
-17.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +7.1% |
| 7D | -23.1% | +4.2% | -27.3% | -22.1% |
| 30D | -32.9% | +10.0% | -42.9% | -31.7% |
| 3M | -44.9% | -2.1% | -42.8% | -44.1% |
| 6M | -49.5% | -4.7% | -44.9% | -48.9% |
| YTD | -28.9% | +9.3% | -38.2% | -29.8% |
| 1Y | -12.2% | +6.6% | -18.8% | -11.1% |
| All | -12.2% | +5.6% | -17.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling