-18.9%
GNRC vs GGLL
+309.0%
-327.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.6% | -1.0% |
| 7D | +3.2% | -3.9% | +7.1% | +4.0% |
| 30D | -9.5% | -15.4% | +5.8% | -6.6% |
| 3M | -28.5% | -21.9% | -6.6% | -25.7% |
| 6M | -10.0% | +4.5% | -14.5% | -13.7% |
| YTD | +36.7% | -2.4% | +39.2% | +32.1% |
| 1Y | +2.6% | +57.8% | -55.2% | -13.3% |
| 3Y | +61.9% | +227.2% | -165.3% | -3.4% |
| All | -18.9% | +309.0% | -327.9% | -58.7% |
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