+195.8%
GGLL vs DTE
+21.0%
+174.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +2.3% |
| 7D | +6.3% | +1.8% | +4.5% | +6.2% |
| 30D | -35.1% | +9.0% | -44.1% | -35.7% |
| 3M | -37.7% | -0.2% | -37.5% | -37.6% |
| 6M | -54.1% | +0.1% | -54.2% | -54.2% |
| YTD | -29.4% | +10.0% | -39.4% | -30.6% |
| 1Y | -13.4% | +4.7% | -18.1% | -14.1% |
| 3Y | +158.3% | +55.7% | +102.6% | +121.0% |
| All | +195.8% | +21.0% | +174.8% | +251.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling