+194.0%
GGLL vs UUUU
-7.0%
+201.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.8% | +7.2% | +0.8% |
| 7D | +5.1% | -6.9% | +12.0% | +6.3% |
| 30D | -35.5% | -32.3% | -3.2% | -30.9% |
| 3M | -39.2% | -52.8% | +13.7% | -31.0% |
| 6M | -54.4% | -68.5% | +14.1% | -45.1% |
| YTD | -29.8% | -53.6% | +23.8% | -24.3% |
| 1Y | -20.4% | -59.1% | +38.7% | -12.6% |
| 3Y | +149.7% | -14.7% | +164.4% | +108.2% |
| All | +194.0% | -7.0% | +201.1% | +131.5% |
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