+210.8%
GGLL vs UUUU
-9.1%
+219.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | +7.7% | -1.1% | +8.7% | +7.7% |
| 30D | -30.2% | -21.0% | -9.2% | -27.2% |
| 3M | -31.3% | -54.8% | +23.5% | -21.4% |
| 6M | -52.1% | -67.3% | +15.3% | -42.6% |
| YTD | -25.9% | -54.7% | +28.8% | -19.7% |
| 1Y | -8.5% | -57.4% | +49.0% | -0.3% |
| 3Y | +165.5% | -19.6% | +185.2% | +124.7% |
| All | +210.8% | -9.1% | +219.9% | +145.6% |
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