-36.4%
GLXY vs GGLL
+122.1%
-158.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +5.5% |
| 7D | -0.5% | +6.3% | -6.9% | -2.6% |
| 30D | -28.6% | -35.1% | +6.5% | -19.5% |
| 3M | -28.1% | -37.7% | +9.6% | -18.4% |
| 6M | -52.0% | -54.1% | +2.1% | -40.2% |
| YTD | -35.1% | -29.4% | -5.7% | -31.7% |
| 1Y | -54.0% | -13.4% | -40.6% | -54.4% |
| All | -36.4% | +122.1% | -158.4% | -57.4% |
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