+195.8%
GGLL vs SM
-23.2%
+219.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +2.7% |
| 7D | +6.3% | -22.3% | +28.6% | +8.7% |
| 30D | -35.1% | -21.4% | -13.7% | -33.9% |
| 3M | -37.7% | +1.4% | -39.0% | -38.6% |
| 6M | -54.1% | +0.1% | -54.2% | -55.2% |
| YTD | -29.4% | +59.0% | -88.4% | -39.2% |
| 1Y | -13.4% | +64.3% | -77.7% | -26.2% |
| 3Y | +158.3% | -13.1% | +171.5% | +141.1% |
| All | +195.8% | -23.2% | +219.0% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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