+328.7%
GGLL vs DTE
+18.0%
+310.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | -13.7% | -2.6% | -11.1% | -13.4% |
| 3M | -21.9% | -3.9% | -18.0% | -21.7% |
| 6M | +11.7% | -7.9% | +19.6% | +12.8% |
| YTD | +2.3% | +7.2% | -4.9% | +0.7% |
| 1Y | +76.2% | +3.1% | +73.1% | +74.7% |
| 3Y | +245.0% | +47.6% | +197.4% | +199.8% |
| All | +328.7% | +18.0% | +310.7% | +410.7% |
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 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