+194.0%
GGLL vs DTE
+21.6%
+172.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +5.1% | +3.5% | +1.6% | +4.8% |
| 30D | -35.5% | +9.5% | -45.0% | -36.1% |
| 3M | -39.2% | +2.5% | -41.7% | -39.2% |
| 6M | -54.4% | +0.6% | -54.9% | -54.5% |
| YTD | -29.8% | +10.5% | -40.3% | -31.1% |
| 1Y | -20.4% | +3.3% | -23.8% | -20.9% |
| 3Y | +149.7% | +56.3% | +93.5% | +113.7% |
| All | +194.0% | +21.6% | +172.4% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling