+114.1%
GGLL vs ZYBT
-58.9%
+172.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.9% | +3.4% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | -4.0% | 0.0% | -4.0% | -4.0% |
| 3M | -15.5% | +72.2% | -87.7% | -18.2% |
| 6M | +7.6% | +103.1% | -95.5% | +2.4% |
| YTD | +2.0% | +34.8% | -32.8% | -1.4% |
| 1Y | +63.9% | -83.2% | +147.1% | +71.7% |
| All | +114.1% | -58.9% | +172.9% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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