+195.8%
GGLL vs IBN
+62.2%
+133.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.6% |
| 7D | +6.3% | +14.6% | -8.3% | -1.0% |
| 30D | -35.1% | +23.5% | -58.6% | -42.3% |
| 3M | -37.7% | +14.0% | -51.7% | -42.1% |
| 6M | -54.1% | +31.1% | -85.2% | -60.7% |
| YTD | -29.4% | +16.6% | -46.0% | -35.8% |
| 1Y | -13.4% | +14.9% | -28.3% | -20.7% |
| 3Y | +158.3% | +56.9% | +101.4% | +83.9% |
| All | +195.8% | +62.2% | +133.6% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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