-38.1%
GLXY vs GGLL
+120.8%
-158.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -16.2% | +5.1% | -21.3% | -17.6% |
| 30D | -30.6% | -35.5% | +4.9% | -21.6% |
| 3M | -27.7% | -39.2% | +11.4% | -17.3% |
| 6M | -53.3% | -54.4% | +1.0% | -41.8% |
| YTD | -36.9% | -29.8% | -7.1% | -33.5% |
| 1Y | -55.6% | -20.4% | -35.2% | -54.9% |
| All | -38.1% | +120.8% | -158.9% | -58.5% |
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