+195.8%
GGLL vs USFR
+20.4%
+175.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +6.3% | +0.1% | +6.3% | +6.2% |
| 30D | -35.1% | +0.4% | -35.5% | -35.5% |
| 3M | -37.7% | +1.1% | -38.7% | -38.7% |
| 6M | -54.1% | +2.0% | -56.1% | -55.1% |
| YTD | -29.4% | +3.4% | -32.8% | -31.0% |
| 1Y | -13.4% | +4.1% | -17.5% | -15.4% |
| 3Y | +158.3% | +14.3% | +144.0% | +182.5% |
| All | +195.8% | +20.4% | +175.4% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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