+178.7%
GH vs GGLL
+194.0%
-15.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -11.2% | +5.1% | -16.3% | -12.4% |
| 30D | -7.2% | -35.5% | +28.2% | +2.4% |
| 3M | -7.1% | -39.2% | +32.1% | +3.6% |
| 6M | +62.3% | -54.4% | +116.7% | +92.8% |
| YTD | +52.1% | -29.8% | +81.9% | +55.8% |
| 1Y | +58.6% | -20.4% | +79.1% | +55.3% |
| 3Y | +619.9% | +149.7% | +470.1% | +335.5% |
| All | +178.7% | +194.0% | -15.4% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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