+188.6%
GGLL vs URA
+62.6%
+126.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | -0.6% |
| 7D | +3.1% | -4.1% | +7.2% | +5.0% |
| 30D | -36.3% | -19.0% | -17.3% | -29.9% |
| 3M | -40.4% | -25.1% | -15.2% | -32.8% |
| 6M | -54.6% | -44.5% | -10.1% | -42.0% |
| YTD | -31.1% | -24.3% | -6.8% | -25.8% |
| 1Y | -19.2% | -28.1% | +8.9% | -11.0% |
| 3Y | +151.5% | +40.7% | +110.9% | +85.5% |
| All | +188.6% | +62.6% | +126.1% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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