+195.8%
GGLL vs FDS
-21.9%
+217.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +6.3% | -5.0% | +11.3% | +7.5% |
| 30D | -35.1% | +13.8% | -48.9% | -37.4% |
| 3M | -37.7% | +14.8% | -52.5% | -40.2% |
| 6M | -54.1% | +47.4% | -101.5% | -59.2% |
| YTD | -29.4% | +14.2% | -43.6% | -31.5% |
| 1Y | -13.4% | +26.6% | -40.0% | -20.5% |
| 3Y | +158.3% | -24.4% | +182.7% | +208.4% |
| All | +195.8% | -21.9% | +217.7% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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