+210.8%
GGLL vs SPY
+104.3%
+106.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.3% |
| 7D | +7.7% | +2.6% | +5.1% | +1.9% |
| 30D | -30.2% | -2.0% | -28.2% | -26.9% |
| 3M | -31.3% | -2.8% | -28.5% | -26.5% |
| 6M | -52.1% | +2.1% | -54.2% | -53.4% |
| YTD | -25.9% | +11.5% | -37.3% | -39.2% |
| 1Y | -8.5% | +13.5% | -21.9% | -27.2% |
| 3Y | +165.5% | +77.7% | +87.8% | -8.5% |
| All | +210.8% | +104.3% | +106.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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