-45.0%
GIS vs GGLL
+195.8%
-240.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.7% |
| 7D | +0.4% | +6.3% | -6.0% | +0.5% |
| 30D | +10.1% | -35.1% | +45.2% | +8.9% |
| 3M | -3.7% | -37.7% | +34.0% | -4.7% |
| 6M | +4.3% | -54.1% | +58.4% | +2.3% |
| YTD | -19.8% | -29.4% | +9.6% | -20.0% |
| 1Y | -20.5% | -13.4% | -7.1% | -19.9% |
| 3Y | -38.3% | +158.3% | -196.7% | -35.6% |
| All | -45.0% | +195.8% | -240.8% | -40.9% |
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