+206.6%
GGLL vs FIVE
+90.3%
+116.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | -33.1% | +17.4% | -50.5% | -36.0% |
| 3M | -31.2% | +7.0% | -38.2% | -32.7% |
| 6M | -49.4% | +20.5% | -69.8% | -52.5% |
| YTD | -26.8% | +33.1% | -60.0% | -33.3% |
| 1Y | -17.7% | +67.1% | -84.8% | -29.5% |
| 3Y | +160.4% | +41.9% | +118.5% | +111.2% |
| All | +206.6% | +90.3% | +116.3% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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