+281.7%
GLW vs GGLL
+210.8%
+71.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.9% |
| 7D | +7.7% | +7.7% | +0.1% | +6.4% |
| 30D | -18.8% | -30.2% | +11.4% | -14.2% |
| 3M | -27.7% | -31.3% | +3.5% | -23.7% |
| 6M | -44.4% | -52.1% | +7.7% | -38.0% |
| YTD | +31.3% | -25.9% | +57.1% | +33.5% |
| 1Y | +40.0% | -8.5% | +48.5% | +36.9% |
| 3Y | +339.2% | +165.5% | +173.7% | +246.5% |
| All | +281.7% | +210.8% | +71.0% | +188.9% |
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