+122.2%
GLD vs GGLL
+210.8%
-88.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -4.6% | +7.7% | -12.3% | -4.9% |
| 30D | -5.5% | -30.2% | +24.8% | -4.1% |
| 3M | -10.9% | -31.3% | +20.4% | -9.6% |
| 6M | -17.4% | -52.1% | +34.7% | -15.1% |
| YTD | -10.3% | -25.9% | +15.5% | -9.9% |
| 1Y | -7.2% | -8.5% | +1.3% | -7.5% |
| 3Y | +96.9% | +165.5% | -68.6% | +87.7% |
| All | +122.2% | +210.8% | -88.5% | +110.6% |
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