+194.0%
GGLL vs FDS
-22.1%
+216.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.1% | -2.0% | +7.1% | +5.6% |
| 30D | -35.5% | +13.5% | -49.0% | -37.7% |
| 3M | -39.2% | +15.2% | -54.3% | -41.7% |
| 6M | -54.4% | +47.0% | -101.4% | -59.4% |
| YTD | -29.8% | +13.9% | -43.7% | -31.9% |
| 1Y | -20.4% | +25.2% | -45.6% | -26.6% |
| 3Y | +149.7% | -25.3% | +175.1% | +200.5% |
| All | +194.0% | -22.1% | +216.1% | +237.6% |
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