+309.0%
GGLL vs DTE
+18.0%
+291.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -15.4% | -0.5% | -14.8% | -15.3% |
| 3M | -21.9% | -6.0% | -15.9% | -21.4% |
| 6M | +4.5% | -7.2% | +11.7% | +5.4% |
| YTD | -2.4% | +7.2% | -9.6% | -4.0% |
| 1Y | +57.8% | +4.1% | +53.7% | +56.3% |
| 3Y | +227.2% | +46.9% | +180.3% | +185.3% |
| All | +309.0% | +18.0% | +291.1% | +387.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling