+206.6%
GGLL vs URA
+69.1%
+137.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.6% |
| 7D | +2.9% | +2.9% | 0.0% | +1.5% |
| 30D | -33.1% | -10.8% | -22.3% | -29.5% |
| 3M | -31.2% | -25.5% | -5.7% | -22.1% |
| 6M | -49.4% | -41.2% | -8.1% | -36.9% |
| YTD | -26.8% | -21.3% | -5.6% | -22.6% |
| 1Y | -17.7% | -25.7% | +8.0% | -10.8% |
| 3Y | +160.4% | +43.1% | +117.4% | +90.8% |
| All | +206.6% | +69.1% | +137.5% | +100.4% |
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