+309.0%
GGLL vs UUUU
+100.7%
+208.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.4% |
| 7D | -3.9% | +1.8% | -5.7% | -4.2% |
| 30D | -15.4% | +1.8% | -17.2% | -15.9% |
| 3M | -21.9% | +1.3% | -23.2% | -22.7% |
| 6M | +4.5% | -26.8% | +31.3% | +8.3% |
| YTD | -2.4% | +0.1% | -2.5% | -7.7% |
| 1Y | +57.8% | +11.2% | +46.6% | +40.2% |
| 3Y | +227.2% | +97.7% | +129.5% | +131.3% |
| All | +309.0% | +100.7% | +208.3% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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