-41.7%
GIS vs GGLL
+328.4%
-370.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -8.3% | +1.9% | -10.1% | -8.2% |
| 30D | +2.2% | -9.7% | +11.9% | +1.9% |
| 3M | +15.7% | -18.0% | +33.7% | +15.2% |
| 6M | -12.0% | +15.3% | -27.2% | -11.0% |
| YTD | -15.0% | +2.2% | -17.2% | -14.4% |
| 1Y | -20.1% | +73.1% | -93.2% | -18.0% |
| 3Y | -34.6% | +242.7% | -277.3% | -31.2% |
| All | -41.7% | +328.4% | -370.1% | -36.8% |
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