-10.2%
GLD vs GGLL
-52.5%
+42.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.1% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | -1.8% | -36.3% | +34.5% | +0.3% |
| 3M | -3.6% | -42.7% | +39.1% | -1.2% |
| 6M | -10.2% | -53.1% | +42.8% | -5.6% |
| All | -10.2% | -52.5% | +42.2% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling