+298.9%
GLW vs GGLL
+217.5%
+81.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.4% |
| 7D | +15.5% | +11.5% | +4.0% | +13.4% |
| 30D | -19.6% | -31.2% | +11.7% | -14.7% |
| 3M | -28.5% | -28.7% | +0.2% | -25.0% |
| 6M | -39.5% | -47.2% | +7.7% | -33.8% |
| YTD | +37.2% | -24.3% | +61.5% | +38.9% |
| 1Y | +35.4% | -12.0% | +47.4% | +33.3% |
| 3Y | +359.7% | +169.6% | +190.1% | +261.6% |
| All | +298.9% | +217.5% | +81.5% | +200.7% |
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