+121.9%
GLD vs GGLL
+217.5%
-95.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.3% | -3.0% |
| 7D | -5.5% | +11.5% | -17.0% | -6.0% |
| 30D | -7.0% | -31.2% | +24.2% | -5.6% |
| 3M | -12.4% | -28.7% | +16.3% | -11.2% |
| 6M | -18.0% | -47.2% | +29.2% | -16.1% |
| YTD | -10.5% | -24.3% | +13.8% | -10.1% |
| 1Y | -8.1% | -12.0% | +3.9% | -8.3% |
| 3Y | +97.7% | +169.6% | -71.9% | +88.3% |
| All | +121.9% | +217.5% | -95.6% | +110.1% |
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