+328.4%
GGLL vs DTE
+19.0%
+309.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | +1.9% | +0.9% | +1.0% | +1.8% |
| 30D | -9.7% | -1.9% | -7.9% | -9.5% |
| 3M | -18.0% | -3.3% | -14.7% | -17.9% |
| 6M | +15.3% | -7.1% | +22.4% | +16.3% |
| YTD | +2.2% | +8.1% | -5.9% | +0.5% |
| 1Y | +73.1% | +5.3% | +67.8% | +71.1% |
| 3Y | +242.7% | +48.2% | +194.5% | +198.4% |
| All | +328.4% | +19.0% | +309.4% | +409.7% |
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