+128.3%
GLD vs GGLL
+206.6%
-78.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -1.3% |
| 7D | -2.0% | +2.9% | -4.9% | -2.1% |
| 30D | -4.4% | -33.1% | +28.7% | -2.9% |
| 3M | -8.9% | -31.2% | +22.3% | -7.6% |
| 6M | -16.0% | -49.4% | +33.4% | -13.8% |
| YTD | -7.9% | -26.8% | +19.0% | -7.3% |
| 1Y | -3.9% | -17.7% | +13.8% | -3.8% |
| 3Y | +103.4% | +160.4% | -57.0% | +94.1% |
| All | +128.3% | +206.6% | -78.3% | +116.5% |
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